BVT Call 7800 CAC 40 20.06.2025
/ DE000VD8Y053
BVT Call 7800 CAC 40 20.06.2025/ DE000VD8Y053 /
| 1/23/2025 8:13:19 AM |
Chg.+0.28 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
+12.12% |
-
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: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.00% |
| 1 Month |
|
|
+212.05% |
| 3 Months |
|
|
+22.75% |
| YTD |
|
|
+208.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
1.40 |
| 1M High / 1M Low: |
2.31 |
0.81 |
| 6M High / 6M Low: |
3.47 |
0.61 |
| High (YTD): |
1/22/2025 |
2.31 |
| Low (YTD): |
1/6/2025 |
0.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.34% |
| Volatility 6M: |
|
213.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |