BVT Call 72 HEN3 21.03.2025
/ DE000VD3D0K7
BVT Call 72 HEN3 21.03.2025/ DE000VD3D0K7 /
| 1/24/2025 8:49:18 AM |
Chg.+0.04 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
+3.23% |
-
Bid Size: - |
-
Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
72.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD3D0K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/5/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
1.18 |
| Time value: |
0.11 |
| Break-even: |
84.90 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
3.20% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
5.67 |
| Rho: |
0.09 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.40% |
| 1 Month |
|
|
-1.54% |
| 3 Months |
|
|
+8.47% |
| YTD |
|
|
-3.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.12 |
| 1M High / 1M Low: |
1.35 |
1.12 |
| 6M High / 6M Low: |
1.49 |
0.76 |
| High (YTD): |
1/2/2025 |
1.35 |
| Low (YTD): |
1/21/2025 |
1.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.64% |
| Volatility 6M: |
|
99.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |