BVT Call 87 VOW3 17.01.2025
/ DE000VC7DDU1
BVT Call 87 VOW3 17.01.2025/ DE000VC7DDU1 /
| 1/10/2025 8:42:52 AM |
Chg.+0.050 |
Bid12:43:04 PM |
Ask12:43:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+17.24% |
0.490
Bid Size: 74,000 |
0.500
Ask Size: 74,000 |
VOLKSWAGEN AG VZO O.... |
87.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
VC7DDU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
11/6/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.23 |
| Parity: |
0.27 |
| Time value: |
0.13 |
| Break-even: |
91.00 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.06 |
| Spread %: |
17.65% |
| Delta: |
0.69 |
| Theta: |
-0.16 |
| Omega: |
15.46 |
| Rho: |
0.01 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.90% |
| 1 Month |
|
|
+56.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
+13.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.210 |
| 1M High / 1M Low: |
0.370 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.370 |
| Low (YTD): |
1/6/2025 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |