BVT Call 80 GILD 21.03.2025
/ DE000VD9GPC1
BVT Call 80 GILD 21.03.2025/ DE000VD9GPC1 /
| 1/24/2025 7:54:25 PM |
Chg.+0.050 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
+3.73% |
-
Bid Size: - |
-
Ask Size: - |
Gilead Sciences Inc |
80.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9GPC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
1.24 |
| Time value: |
0.11 |
| Break-even: |
90.31 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
5.82 |
| Rho: |
0.10 |
Quote data
| Open: |
1.340 |
| High: |
1.390 |
| Low: |
1.280 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.30% |
| 1 Month |
|
|
-3.47% |
| 3 Months |
|
|
+24.11% |
| YTD |
|
|
-5.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.280 |
| 1M High / 1M Low: |
1.490 |
1.000 |
| 6M High / 6M Low: |
1.810 |
0.310 |
| High (YTD): |
1/22/2025 |
1.370 |
| Low (YTD): |
1/9/2025 |
1.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.951 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.40% |
| Volatility 6M: |
|
146.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |