BVT Call 90 TLT.SO 21.03.2025
/ DE000VD5J9F0
BVT Call 90 TLT.SO 21.03.2025/ DE000VD5J9F0 /
| 1/24/2025 8:55:05 AM |
Chg.-0.007 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
-6.60% |
-
Bid Size: - |
-
Ask Size: - |
iShares 20 Plus Year... |
90.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
VD5J9F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
iShares 20 Plus Year Treasury Bond ETF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
5/6/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
79.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.13 |
| Parity: |
-0.69 |
| Time value: |
0.11 |
| Break-even: |
91.05 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
10.53% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
18.47 |
| Rho: |
0.03 |
Quote data
| Open: |
0.099 |
| High: |
0.099 |
| Low: |
0.099 |
| Previous Close: |
0.106 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-57.69% |
| 3 Months |
|
|
-82.63% |
| YTD |
|
|
-39.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.172 |
0.099 |
| 1M High / 1M Low: |
0.187 |
0.083 |
| 6M High / 6M Low: |
1.130 |
0.083 |
| High (YTD): |
1/21/2025 |
0.172 |
| Low (YTD): |
1/13/2025 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.589 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.16% |
| Volatility 6M: |
|
176.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |