BVT Call 85 NEM 21.03.2025
/ DE000VC0YQQ2
BVT Call 85 NEM 21.03.2025/ DE000VC0YQQ2 /
| 1/24/2025 7:44:15 PM |
Chg.+0.120 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.970EUR |
+4.21% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
85.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VC0YQQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
7/29/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.30 |
| Parity: |
2.84 |
| Time value: |
0.24 |
| Break-even: |
115.80 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.12 |
| Spread %: |
4.05% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
3.25 |
| Rho: |
0.10 |
Quote data
| Open: |
2.930 |
| High: |
2.970 |
| Low: |
2.910 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.63% |
| 1 Month |
|
|
+115.22% |
| 3 Months |
|
|
+47.76% |
| YTD |
|
|
+132.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.970 |
2.450 |
| 1M High / 1M Low: |
2.970 |
1.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
2.970 |
| Low (YTD): |
1/14/2025 |
1.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |