BVT Call 64 iShares US MSCI Japan.../ DE000VD79Z64 /
| 23/01/2025 20:05:00 | Chg.+0.020 | Bid21:55:09 | Ask21:55:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.480EUR | +4.35% | - Bid Size: - |
- Ask Size: - |
- | 64.00 - | 21/03/2025 | Call |
Master data
| WKN: | VD79Z6 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | - |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 64.00 - |
| Maturity: | 21/03/2025 |
| Issue date: | 19/06/2024 |
| Last trading day: | 21/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.17 |
| Parity: | 0.06 |
| Time value: | 0.41 |
| Break-even: | 68.70 |
| Moneyness: | 1.01 |
| Premium: | 0.06 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.02 |
| Spread %: | 4.44% |
| Delta: | 0.57 |
| Theta: | -0.04 |
| Omega: | 7.78 |
| Rho: | 0.05 |
Quote data
| Open: | 0.460 |
|---|---|
| High: | 0.480 |
| Low: | 0.460 |
| Previous Close: | 0.460 |
| Turnover: | 0.000 |
| Market phase: | BOOK |
All quotes in EUR
Performance
| 1 Week | +23.08% | ||
|---|---|---|---|
| 1 Month | +4.35% | ||
| 3 Months | -21.31% | ||
| YTD | -7.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.480 | 0.390 |
|---|---|---|
| 1M High / 1M Low: | 0.550 | 0.350 |
| 6M High / 6M Low: | 1.060 | 0.350 |
| High (YTD): | 07/01/2025 | 0.510 |
| Low (YTD): | 13/01/2025 | 0.350 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.444 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.444 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.726 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.75% | |
| Volatility 6M: | 122.80% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |