BVT Call 7700 CAC 40 21.02.2025
/ DE000VG17PU8
BVT Call 7700 CAC 40 21.02.2025/ DE000VG17PU8 /
| 23/01/2025 08:34:46 |
Chg.+0.45 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
+23.81% |
-
Bid Size: - |
-
Ask Size: - |
- |
7,700.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
VG17PU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,700.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
03/01/2025 |
| Last trading day: |
21/02/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
34.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
1.37 |
| Time value: |
0.90 |
| Break-even: |
7,927.00 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
1.79% |
| Delta: |
0.68 |
| Theta: |
-2.51 |
| Omega: |
23.56 |
| Rho: |
4.07 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
1.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+175.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
0.85 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| 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: |
|
- |