BVT Call 35 PAH3 21.02.2025
/ DE000VG250V5
BVT Call 35 PAH3 21.02.2025/ DE000VG250V5 /
| 1/23/2025 2:02:56 PM |
Chg.+0.010 |
Bid2:22:02 PM |
Ask2:22:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+4.00% |
0.260
Bid Size: 70,000 |
0.270
Ask Size: 70,000 |
PORSCHE AUTOM.HLDG V... |
35.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
VG250V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
1/14/2025 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
0.19 |
| Time value: |
0.11 |
| Break-even: |
38.00 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.04 |
| Spread %: |
15.38% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
8.49 |
| Rho: |
0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.228 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |