BVT Call 7350 CAC 40 21.02.2025
/ DE000VG24RA2
BVT Call 7350 CAC 40 21.02.2025/ DE000VG24RA2 /
| 1/24/2025 8:19:49 AM |
Chg.+0.90 |
Bid9:31:03 AM |
Ask9:31:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.20EUR |
+16.98% |
6.40
Bid Size: 27,000 |
6.41
Ask Size: 27,000 |
- |
7,350.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
VG24RA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,350.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
1/14/2025 |
| Last trading day: |
2/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.07 |
| Intrinsic value: |
4.87 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
4.87 |
| Time value: |
0.34 |
| Break-even: |
7,871.00 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
0.77% |
| Delta: |
0.91 |
| Theta: |
-1.63 |
| Omega: |
13.66 |
| Rho: |
5.24 |
Quote data
| Open: |
6.20 |
| High: |
6.20 |
| Low: |
6.20 |
| Previous Close: |
5.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.22% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.30 |
3.73 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |