BVT Call 520 MUV2 21.02.2025/  DE000VG25ZL9  /

Frankfurt Zert./VONT
1/24/2025  7:46:24 PM Chg.+0.020 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
1.370EUR +1.48% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 520.00 EUR 2/21/2025 Call
 

Master data

WKN: VG25ZL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 520.00 EUR
Maturity: 2/21/2025
Issue date: 1/14/2025
Last trading day: 2/21/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.31
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.28
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.28
Time value: 1.16
Break-even: 534.40
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.35
Spread abs.: 0.19
Spread %: 15.20%
Delta: 0.56
Theta: -0.25
Omega: 20.38
Rho: 0.21
 

Quote data

Open: 1.210
High: 1.370
Low: 1.210
Previous Close: 1.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+120.97%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.370 0.560
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.046
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:   -