BVT Call 92 TLT.SO 16.05.2025
/ DE000VC9W924
BVT Call 92 TLT.SO 16.05.2025/ DE000VC9W924 /
| 1/24/2025 9:11:43 AM |
Chg.+0.005 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.143EUR |
+3.62% |
-
Bid Size: - |
-
Ask Size: - |
iShares 20 Plus Year... |
92.00 - |
5/16/2025 |
Call |
Master data
| WKN: |
VC9W92 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
iShares 20 Plus Year Treasury Bond ETF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 - |
| Maturity: |
5/16/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
5/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.13 |
| Parity: |
-0.89 |
| Time value: |
0.14 |
| Break-even: |
93.37 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
7.87% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
14.67 |
| Rho: |
0.06 |
Quote data
| Open: |
0.143 |
| High: |
0.143 |
| Low: |
0.143 |
| Previous Close: |
0.138 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-39.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
-23.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.184 |
0.138 |
| 1M High / 1M Low: |
0.208 |
0.115 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.208 |
| Low (YTD): |
1/8/2025 |
0.115 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |