BVT Call 860 BLK 21.03.2025
/ DE000VD9KD09
BVT Call 860 BLK 21.03.2025/ DE000VD9KD09 /
| 1/24/2025 8:37:06 AM |
Chg.+0.10 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
+6.76% |
-
Bid Size: - |
-
Ask Size: - |
BlackRock Inc |
860.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9KD0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
860.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
1.53 |
| Time value: |
0.09 |
| Break-even: |
981.46 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.91 |
| Theta: |
-0.25 |
| Omega: |
5.47 |
| Rho: |
1.09 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.72% |
| 1 Month |
|
|
-13.66% |
| 3 Months |
|
|
+12.06% |
| YTD |
|
|
-16.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.48 |
| 1M High / 1M Low: |
1.96 |
1.10 |
| 6M High / 6M Low: |
2.15 |
0.56 |
| High (YTD): |
1/2/2025 |
1.81 |
| Low (YTD): |
1/13/2025 |
1.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.96% |
| Volatility 6M: |
|
128.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |