BVT Call 380 CAT 21.02.2025
/ DE000VG07TX5
BVT Call 380 CAT 21.02.2025/ DE000VG07TX5 /
| 1/23/2025 8:22:40 AM |
Chg.-0.13 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
-5.14% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
380.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG07TX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/17/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
1.69 |
| Time value: |
0.75 |
| Break-even: |
389.51 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
0.71 |
| Theta: |
-0.23 |
| Omega: |
11.15 |
| Rho: |
0.20 |
Quote data
| Open: |
2.40 |
| High: |
2.40 |
| Low: |
2.40 |
| Previous Close: |
2.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+110.53% |
| 1 Month |
|
|
+95.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
+130.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
1.14 |
| 1M High / 1M Low: |
2.53 |
0.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
2.53 |
| Low (YTD): |
1/13/2025 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |