BVT Call 0.7 AUD/USD 21.03.2025
/ DE000VM25F96
BVT Call 0.7 AUD/USD 21.03.2025/ DE000VM25F96 /
| 2024-09-20 8:18:41 AM |
Chg.+0.010 |
Bid9:53:23 AM |
Ask9:53:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+1.05% |
0.920
Bid Size: 60,000 |
0.930
Ask Size: 60,000 |
- |
0.70 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VM25F9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.70 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2025-03-21 |
| 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: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.28% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
+3.23% |
| YTD |
|
|
-52.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.670 |
| 1M High / 1M Low: |
1.010 |
0.590 |
| 6M High / 6M Low: |
1.110 |
0.430 |
| High (YTD): |
2024-01-02 |
1.880 |
| Low (YTD): |
2024-08-01 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.831 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.41% |
| Volatility 6M: |
|
148.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
