BVT Call 35 CRIN 20.03.2025
/ DE000VD3VHM9
BVT Call 35 CRIN 20.03.2025/ DE000VD3VHM9 /
| 24/01/2025 10:31:09 |
Chg.+0.840 |
Bid13:54:43 |
Ask13:54:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.950EUR |
+9.22% |
9.420
Bid Size: 8,000 |
9.440
Ask Size: 8,000 |
UNICREDIT |
35.00 EUR |
20/03/2025 |
Call |
Master data
| WKN: |
VD3VHM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
20/03/2025 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.70 |
| Intrinsic value: |
8.53 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.28 |
| Parity: |
8.53 |
| Time value: |
1.00 |
| Break-even: |
44.52 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.34 |
| Spread %: |
3.70% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
3.91 |
| Rho: |
0.04 |
Quote data
| Open: |
9.950 |
| High: |
9.950 |
| Low: |
9.950 |
| Previous Close: |
9.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.16% |
| 1 Month |
|
|
+137.47% |
| 3 Months |
|
|
+60.23% |
| YTD |
|
|
+111.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.110 |
7.770 |
| 1M High / 1M Low: |
9.110 |
4.210 |
| 6M High / 6M Low: |
9.110 |
2.620 |
| High (YTD): |
23/01/2025 |
9.110 |
| Low (YTD): |
02/01/2025 |
4.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.235 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.81% |
| Volatility 6M: |
|
153.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |