BVT Call 500 MA 21.03.2025
/ DE000VD3PFA0
BVT Call 500 MA 21.03.2025/ DE000VD3PFA0 /
| 1/24/2025 8:36:40 AM |
Chg.+0.50 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.12EUR |
+13.81% |
-
Bid Size: - |
-
Ask Size: - |
MasterCard Incorpora... |
500.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD3PFA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.67 |
| Intrinsic value: |
3.29 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
3.29 |
| Time value: |
0.95 |
| Break-even: |
522.44 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
0.71% |
| Delta: |
0.77 |
| Theta: |
-0.17 |
| Omega: |
9.30 |
| Rho: |
0.54 |
Quote data
| Open: |
4.12 |
| High: |
4.12 |
| Low: |
4.12 |
| Previous Close: |
3.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.38% |
| 1 Month |
|
|
-4.41% |
| 3 Months |
|
|
+7.29% |
| YTD |
|
|
-4.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.75 |
3.51 |
| 1M High / 1M Low: |
4.60 |
2.30 |
| 6M High / 6M Low: |
4.86 |
1.01 |
| High (YTD): |
1/2/2025 |
4.06 |
| Low (YTD): |
1/13/2025 |
2.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.86% |
| Volatility 6M: |
|
145.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |