BVT Call 68 BMW 21.02.2025
/ DE000VC9Z653
BVT Call 68 BMW 21.02.2025/ DE000VC9Z653 /
| 1/24/2025 8:13:56 AM |
Chg.-0.06 |
Bid9:12:07 AM |
Ask9:12:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-5.50% |
1.18
Bid Size: 72,000 |
1.19
Ask Size: 72,000 |
BAY.MOTOREN WERKE AG... |
68.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
VC9Z65 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/3/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
1.02 |
| Time value: |
0.10 |
| Break-even: |
79.20 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.75% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
6.01 |
| Rho: |
0.04 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.75% |
| 1 Month |
|
|
-8.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
-8.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
0.93 |
| 1M High / 1M Low: |
1.23 |
0.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.23 |
| Low (YTD): |
1/10/2025 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |