BVT Call 36 PAH3 21.03.2025
/ DE000VC30LR5
BVT Call 36 PAH3 21.03.2025/ DE000VC30LR5 /
| 1/9/2025 7:56:51 PM |
Chg.-0.030 |
Bid9:58:17 PM |
Ask9:58:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-9.38% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AUTOM.HLDG V... |
36.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VC30LR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
9/16/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
51.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.23 |
| Parity: |
0.16 |
| Time value: |
0.19 |
| Break-even: |
36.70 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
6.06% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
36.74 |
| Rho: |
0.05 |
Quote data
| Open: |
0.280 |
| High: |
0.300 |
| Low: |
0.280 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.45% |
| 1 Month |
|
|
+11.54% |
| 3 Months |
|
|
-32.56% |
| YTD |
|
|
-9.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.300 |
| 1M High / 1M Low: |
0.340 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.340 |
| Low (YTD): |
1/3/2025 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |