BVT Call 7800 CAC 40 20.06.2025
/ DE000VD8Y053
BVT Call 7800 CAC 40 20.06.2025/ DE000VD8Y053 /
| 1/23/2025 8:07:59 PM |
Chg.+0.440 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.990EUR |
+17.25% |
-
Bid Size: - |
-
Ask Size: - |
- |
7,800.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
VD8Y05 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,800.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/2/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
30.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.13 |
| Parity: |
0.37 |
| Time value: |
2.20 |
| Break-even: |
8,057.00 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
1.58% |
| Delta: |
0.62 |
| Theta: |
-0.96 |
| Omega: |
18.79 |
| Rho: |
18.53 |
Quote data
| Open: |
2.630 |
| High: |
2.990 |
| Low: |
2.630 |
| Previous Close: |
2.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.04% |
| 1 Month |
|
|
+269.14% |
| 3 Months |
|
|
+57.37% |
| YTD |
|
|
+225.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.550 |
1.790 |
| 1M High / 1M Low: |
2.550 |
0.800 |
| 6M High / 6M Low: |
3.310 |
0.690 |
| High (YTD): |
1/22/2025 |
2.550 |
| Low (YTD): |
1/3/2025 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.829 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.23% |
| Volatility 6M: |
|
202.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |