BVT Call 7750 CAC 40 17.01.2025
/ DE000VG05B92
BVT Call 7750 CAC 40 17.01.2025/ DE000VG05B92 /
| 08/01/2025 19:41:57 |
Chg.-0.038 |
Bid21:57:18 |
Ask21:57:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
-51.35% |
-
Bid Size: - |
-
Ask Size: - |
- |
7,750.00 EUR |
17/01/2025 |
Call |
Master data
| WKN: |
VG05B9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,750.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
17/12/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
693.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
-2.61 |
| Time value: |
0.11 |
| Break-even: |
7,760.80 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
3.24 |
| Spread abs.: |
0.04 |
| Spread %: |
58.82% |
| Delta: |
0.11 |
| Theta: |
-2.20 |
| Omega: |
77.02 |
| Rho: |
0.20 |
Quote data
| Open: |
0.055 |
| High: |
0.055 |
| Low: |
0.036 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-2.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.015 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
0.074 |
| Low (YTD): |
03/01/2025 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |