BVT Call 70 GILD 21.03.2025
/ DE000VD9GN45
BVT Call 70 GILD 21.03.2025/ DE000VD9GN45 /
| 1/24/2025 7:54:24 PM |
Chg.+0.040 |
Bid9:51:05 PM |
Ask9:51:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.310EUR |
+1.76% |
2.270
Bid Size: 60,000 |
2.280
Ask Size: 60,000 |
Gilead Sciences Inc |
70.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9GN4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.21 |
| Parity: |
2.20 |
| Time value: |
0.08 |
| Break-even: |
90.01 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
3.67 |
| Rho: |
0.09 |
Quote data
| Open: |
2.260 |
| High: |
2.310 |
| Low: |
2.200 |
| Previous Close: |
2.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.67% |
| 1 Month |
|
|
-0.86% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
-2.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.300 |
2.200 |
| 1M High / 1M Low: |
2.400 |
1.890 |
| 6M High / 6M Low: |
2.680 |
0.730 |
| High (YTD): |
1/22/2025 |
2.300 |
| Low (YTD): |
1/9/2025 |
1.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.178 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.674 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.13% |
| Volatility 6M: |
|
98.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |