BVT Call 0.7 AUD/USD 21.03.2025
/ DE000VM25F96
BVT Call 0.7 AUD/USD 21.03.2025/ DE000VM25F96 /
9/20/2024 10:21:12 AM |
Chg.-0.060 |
Bid12:08:30 PM |
Ask12:08:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
-6.19% |
0.910 Bid Size: 60,000 |
0.920 Ask Size: 60,000 |
- |
0.70 USD |
3/21/2025 |
Call |
Master data
WKN: |
VM25F9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.70 USD |
Maturity: |
3/21/2025 |
Issue date: |
10/3/2023 |
Last trading day: |
3/21/2025 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
63.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
0.08 |
Parity: |
-1.66 |
Time value: |
0.96 |
Break-even: |
0.64 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.05% |
Delta: |
0.43 |
Theta: |
0.00 |
Omega: |
27.51 |
Rho: |
0.00 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.910 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+31.88% |
1 Month |
|
|
+3.41% |
3 Months |
|
|
0.00% |
YTD |
|
|
-54.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.690 |
1M High / 1M Low: |
1.040 |
0.590 |
6M High / 6M Low: |
1.110 |
0.450 |
High (YTD): |
1/2/2024 |
1.910 |
Low (YTD): |
8/1/2024 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.806 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.825 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.832 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.54% |
Volatility 6M: |
|
151.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |