BVT Call 36 CRIN 20.03.2025
/ DE000VD3VHT4
BVT Call 36 CRIN 20.03.2025/ DE000VD3VHT4 /
1/24/2025 10:33:08 AM |
Chg.+0.900 |
Bid2:01:23 PM |
Ask2:01:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.040EUR |
+11.06% |
8.580 Bid Size: 8,000 |
8.600 Ask Size: 8,000 |
UNICREDIT |
36.00 EUR |
3/20/2025 |
Call |
Master data
WKN: |
VD3VHT |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
UNICREDIT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 EUR |
Maturity: |
3/20/2025 |
Issue date: |
4/11/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.74 |
Intrinsic value: |
7.53 |
Implied volatility: |
0.57 |
Historic volatility: |
0.28 |
Parity: |
7.53 |
Time value: |
1.07 |
Break-even: |
44.59 |
Moneyness: |
1.21 |
Premium: |
0.02 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.34 |
Spread %: |
4.12% |
Delta: |
0.84 |
Theta: |
-0.02 |
Omega: |
4.25 |
Rho: |
0.04 |
Quote data
Open: |
9.040 |
High: |
9.040 |
Low: |
9.040 |
Previous Close: |
8.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+28.41% |
1 Month |
|
|
+159.77% |
3 Months |
|
|
+65.27% |
YTD |
|
|
+128.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
8.140 |
6.790 |
1M High / 1M Low: |
8.140 |
3.480 |
6M High / 6M Low: |
8.140 |
2.240 |
High (YTD): |
1/23/2025 |
8.140 |
Low (YTD): |
1/2/2025 |
3.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.404 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.643 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.549 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.59% |
Volatility 6M: |
|
166.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |