BVT Call 55 MBG 17.01.2025/  DE000VC7C6A4  /

Frankfurt Zert./VONT
1/9/2025  8:08:32 PM Chg.-0.012 Bid8:02:03 AM Ask8:02:03 AM Underlying Strike price Expiration date Option type
0.030EUR -28.57% 0.026
Bid Size: 30,000
0.036
Ask Size: 30,000
MERCEDES-BENZ GROUP ... 55.00 EUR 1/17/2025 Call
 

Master data

WKN: VC7C6A
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 1/17/2025
Issue date: 11/6/2024
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 96.93
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -0.17
Time value: 0.06
Break-even: 55.55
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 5.54
Spread abs.: 0.01
Spread %: 22.22%
Delta: 0.30
Theta: -0.07
Omega: 29.15
Rho: 0.00
 

Quote data

Open: 0.029
High: 0.031
Low: 0.029
Previous Close: 0.042
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -87.01%
3 Months     -
YTD
  -55.22%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.078 0.030
1M High / 1M Low: 0.270 0.030
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.078
Low (YTD): 1/9/2025 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   618.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -