BVT Call 8400 CAC 40 20.06.2025
/ DE000VD8Y012
BVT Call 8400 CAC 40 20.06.2025/ DE000VD8Y012 /
| 8/5/2024 8:01:21 PM |
Chg.-0.430 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-58.11% |
-
Bid Size: - |
-
Ask Size: - |
- |
8,400.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
VD8Y01 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8,400.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/2/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
252.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.13 |
| Parity: |
-5.63 |
| Time value: |
0.31 |
| Break-even: |
8,431.00 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.15 |
| Theta: |
-0.41 |
| Omega: |
37.00 |
| Rho: |
4.52 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.260 |
| Previous Close: |
0.740 |
| Turnover: |
2,940 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.460 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.984 |
| Avg. volume 6M: |
|
1,000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
339.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |