BVT Call 38 PAH3 21.03.2025
/ DE000VC30LU9
BVT Call 38 PAH3 21.03.2025/ DE000VC30LU9 /
| 24/01/2025 08:57:14 |
Chg.-0.010 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AUTOM.HLDG V... |
38.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
VC30LU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
16/09/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
64.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.22 |
| Parity: |
-0.35 |
| Time value: |
0.29 |
| Break-even: |
38.58 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
26.25 |
| Rho: |
0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.04% |
| 1 Month |
|
|
+34.02% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
+25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.234 |
| 1M High / 1M Low: |
0.270 |
0.168 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
0.270 |
| Low (YTD): |
14/01/2025 |
0.184 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.255 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |