BVT Call 1.02 EURCHF 21.03.2025
/ DE000VM25ET5
BVT Call 1.02 EURCHF 21.03.2025/ DE000VM25ET5 /
| 6/12/2024 2:02:48 PM |
Chg.+0.020 |
Bid3:29:05 PM |
Ask3:29:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
0.380
Bid Size: 60,000 |
0.390
Ask Size: 60,000 |
CROSSRATE EUR/CHF |
1.02 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
VM25ET |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.02 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
10/3/2023 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
270.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.05 |
| Parity: |
-5.80 |
| Time value: |
0.37 |
| Break-even: |
1.06 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.20 |
| Theta: |
0.00 |
| Omega: |
54.69 |
| Rho: |
0.00 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.380 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
-13.64% |
| 3 Months |
|
|
+26.67% |
| YTD |
|
|
+8.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.320 |
| 1M High / 1M Low: |
0.600 |
0.320 |
| 6M High / 6M Low: |
0.600 |
0.250 |
| High (YTD): |
5/22/2024 |
0.600 |
| Low (YTD): |
3/14/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.392 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.01% |
| Volatility 6M: |
|
112.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
