BVT Call 360 AXP 20.06.2025/  DE000VC7NCH9  /

Frankfurt Zert./VONT
1/24/2025  8:09:38 PM Chg.-0.310 Bid8:40:44 PM Ask8:40:44 PM Underlying Strike price Expiration date Option type
0.720EUR -30.10% 0.710
Bid Size: 28,000
0.730
Ask Size: 28,000
American Express Com... 360.00 USD 6/20/2025 Call
 

Master data

WKN: VC7NCH
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 6/20/2025
Issue date: 11/8/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.97
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -3.28
Time value: 1.08
Break-even: 356.43
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 1.89%
Delta: 0.33
Theta: -0.07
Omega: 9.66
Rho: 0.38
 

Quote data

Open: 1.080
High: 1.080
Low: 0.690
Previous Close: 1.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.49%
1 Month  
+22.03%
3 Months     -
YTD  
+24.14%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.030 0.770
1M High / 1M Low: 1.030 0.490
6M High / 6M Low: - -
High (YTD): 1/23/2025 1.030
Low (YTD): 1/13/2025 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   0.680
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -