BVT Call 44000 DJI2MN 21.02.2025
/ DE000VC644L4
BVT Call 44000 DJI2MN 21.02.2025/ DE000VC644L4 /
| 1/23/2025 5:13:32 PM |
Chg.+0.130 |
Bid9:44:28 PM |
Ask9:44:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+19.40% |
0.880
Bid Size: 250,000 |
0.900
Ask Size: 250,000 |
Dow Jones Industrial... |
44,000.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VC644L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44,000.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
11/4/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
58.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.11 |
| Parity: |
0.15 |
| Time value: |
0.58 |
| Break-even: |
43,005.58 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
0.57 |
| Theta: |
-12.00 |
| Omega: |
33.19 |
| Rho: |
18.68 |
Quote data
| Open: |
0.690 |
| High: |
0.800 |
| Low: |
0.690 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+135.29% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
+53.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.340 |
| 1M High / 1M Low: |
0.670 |
0.182 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.670 |
| Low (YTD): |
1/10/2025 |
0.182 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
5,680 |
| Avg. price 1M: |
|
0.394 |
| Avg. volume 1M: |
|
1,577.778 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |