BVT Call 41 CRIN 20.03.2025
/ DE000VD3VHV0
BVT Call 41 CRIN 20.03.2025/ DE000VD3VHV0 /
| 1/24/2025 8:58:27 AM |
Chg.+1.04 |
Bid9:10:23 AM |
Ask9:10:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
+35.49% |
4.05
Bid Size: 10,000 |
4.07
Ask Size: 10,000 |
UNICREDIT |
41.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
VD3VHV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
1.45 |
| Time value: |
1.63 |
| Break-even: |
44.08 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.22 |
| Spread %: |
7.69% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
8.85 |
| Rho: |
0.04 |
Quote data
| Open: |
3.97 |
| High: |
3.97 |
| Low: |
3.97 |
| Previous Close: |
2.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.81% |
| 1 Month |
|
|
+331.52% |
| 3 Months |
|
|
+50.38% |
| YTD |
|
|
+257.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.47 |
2.86 |
| 1M High / 1M Low: |
3.47 |
1.00 |
| 6M High / 6M Low: |
4.37 |
0.74 |
| High (YTD): |
1/21/2025 |
3.47 |
| Low (YTD): |
1/3/2025 |
1.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.02% |
| Volatility 6M: |
|
241.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |