BVT Call 82 HEN3 21.03.2025/  DE000VD3D0U6  /

EUWAX
1/24/2025  8:49:18 AM Chg.+0.020 Bid8:30:32 PM Ask8:30:32 PM Underlying Strike price Expiration date Option type
0.400EUR +5.26% 0.370
Bid Size: 8,200
0.400
Ask Size: 8,200
HENKEL AG+CO.KGAA VZ... 82.00 - 3/21/2025 Call
 

Master data

WKN: VD3D0U
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 82.00 -
Maturity: 3/21/2025
Issue date: 4/5/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.98
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.19
Implied volatility: 0.23
Historic volatility: 0.16
Parity: 0.19
Time value: 0.23
Break-even: 86.20
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 7.69%
Delta: 0.64
Theta: -0.03
Omega: 12.75
Rho: 0.08
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.21%
1 Month
  -13.04%
3 Months
  -18.37%
YTD
  -16.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.300
1M High / 1M Low: 0.490 0.300
6M High / 6M Low: 0.630 0.181
High (YTD): 1/2/2025 0.490
Low (YTD): 1/21/2025 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.393
Avg. volume 1M:   0.000
Avg. price 6M:   0.400
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.45%
Volatility 6M:   188.45%
Volatility 1Y:   -
Volatility 3Y:   -