BVT Call 62.5 SMCI 21.03.2025/  DE000VC1ZZP0  /

Frankfurt Zert./VONT
1/23/2025  7:51:51 PM Chg.0.000 Bid8:40:13 PM Ask8:40:13 PM Underlying Strike price Expiration date Option type
0.122EUR 0.00% 0.121
Bid Size: 250,000
0.131
Ask Size: 0
Super Micro Computer... 62.50 USD 3/21/2025 Call
 

Master data

WKN: VC1ZZP
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Super Micro Computer Inc
Type: Warrant
Option type: Call
Strike price: 62.50 USD
Maturity: 3/21/2025
Issue date: 8/13/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.10
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 1.32
Historic volatility: 1.08
Parity: -2.75
Time value: 0.14
Break-even: 61.40
Moneyness: 0.54
Premium: 0.89
Premium p.a.: 57.40
Spread abs.: 0.01
Spread %: 8.00%
Delta: 0.18
Theta: -0.04
Omega: 4.40
Rho: 0.01
 

Quote data

Open: 0.115
High: 0.122
Low: 0.114
Previous Close: 0.122
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+64.86%
1 Month  
+27.08%
3 Months
  -69.50%
YTD  
+18.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.122 0.068
1M High / 1M Low: 0.127 0.068
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.127
Low (YTD): 1/17/2025 0.068
52W High: - -
52W Low: - -
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   273.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -