BVT Call 560 MOH 21.02.2025
/ DE000VC9Z414
BVT Call 560 MOH 21.02.2025/ DE000VC9Z414 /
| 1/9/2025 7:40:54 PM |
Chg.+0.060 |
Bid8:21:17 AM |
Ask8:21:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+7.32% |
0.940
Bid Size: 15,000 |
0.960
Ask Size: 15,000 |
LVMH E... |
560.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
VC9Z41 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LVMH EO 0,3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/3/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
0.76 |
| Time value: |
0.11 |
| Break-even: |
647.00 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
4.82% |
| Delta: |
0.83 |
| Theta: |
-0.32 |
| Omega: |
6.05 |
| Rho: |
0.52 |
Quote data
| Open: |
0.820 |
| High: |
0.940 |
| Low: |
0.820 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
+1.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
+6.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.640 |
| 1M High / 1M Low: |
0.970 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.910 |
| Low (YTD): |
1/3/2025 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.837 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |