BVT Call 42 CRIN 20.03.2025
/ DE000VD3VHP2
BVT Call 42 CRIN 20.03.2025/ DE000VD3VHP2 /
| 1/24/2025 7:44:13 PM |
Chg.+0.230 |
Bid8:57:47 PM |
Ask8:57:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.250EUR |
+7.62% |
3.250
Bid Size: 2,000 |
3.500
Ask Size: 2,000 |
UNICREDIT |
42.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
VD3VHP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
1.53 |
| Time value: |
1.93 |
| Break-even: |
45.45 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.24 |
| Spread %: |
7.48% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
8.00 |
| Rho: |
0.04 |
Quote data
| Open: |
3.600 |
| High: |
3.600 |
| Low: |
3.220 |
| Previous Close: |
3.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.05% |
| 1 Month |
|
|
+333.33% |
| 3 Months |
|
|
+54.03% |
| YTD |
|
|
+257.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.020 |
2.250 |
| 1M High / 1M Low: |
3.020 |
0.720 |
| 6M High / 6M Low: |
3.430 |
0.580 |
| High (YTD): |
1/23/2025 |
3.020 |
| Low (YTD): |
1/2/2025 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.747 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.589 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.55% |
| Volatility 6M: |
|
246.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |