BVT Call 410 TSLA 24.01.2025/  DE000VG2PP42  /

Frankfurt Zert./VONT
1/23/2025  4:54:19 PM Chg.-0.047 Bid6:40:02 PM Ask6:40:02 PM Underlying Strike price Expiration date Option type
0.078EUR -37.60% 0.056
Bid Size: 250,000
0.066
Ask Size: 250,000
Tesla Inc 410.00 USD 1/24/2025 Call
 

Master data

WKN: VG2PP4
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Tesla Inc
Type: Warrant
Option type: Call
Strike price: 410.00 USD
Maturity: 1/24/2025
Issue date: 1/8/2025
Last trading day: 1/24/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 34.99
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.05
Implied volatility: 1.05
Historic volatility: 0.61
Parity: 0.05
Time value: 0.06
Break-even: 405.33
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 9.62%
Delta: 0.60
Theta: -4.26
Omega: 21.00
Rho: 0.01
 

Quote data

Open: 0.078
High: 0.085
Low: 0.078
Previous Close: 0.125
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -41.79%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.310 0.125
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -