BVT Call 9.5 FTE 20.06.2025
/ DE000VD88DR8
BVT Call 9.5 FTE 20.06.2025/ DE000VD88DR8 /
| 1/24/2025 8:05:44 PM |
Chg.-0.040 |
Bid8:31:04 PM |
Ask8:31:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-4.12% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
9.50 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
VD88DR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/4/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
0.71 |
| Time value: |
0.37 |
| Break-even: |
10.57 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
7.00% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
7.03 |
| Rho: |
0.03 |
Quote data
| Open: |
0.990 |
| High: |
1.000 |
| Low: |
0.920 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
+86.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+63.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.970 |
| 1M High / 1M Low: |
1.110 |
0.530 |
| 6M High / 6M Low: |
1.640 |
0.480 |
| High (YTD): |
1/21/2025 |
1.110 |
| Low (YTD): |
1/6/2025 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.749 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.936 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.32% |
| Volatility 6M: |
|
126.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |