BVT Call 1.05 EURCHF 21.03.2025
/ DE000VM25EG2
BVT Call 1.05 EURCHF 21.03.2025/ DE000VM25EG2 /
| 2024-06-12 10:32:36 AM |
Chg.+0.015 |
Bid10:48:32 AM |
Ask10:48:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.208EUR |
+7.77% |
0.206
Bid Size: 60,000 |
0.216
Ask Size: 60,000 |
CROSSRATE EUR/CHF |
1.05 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
VM25EG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.05 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
497.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
0.05 |
| Parity: |
-8.91 |
| Time value: |
0.20 |
| Break-even: |
1.09 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
5.24% |
| Delta: |
0.10 |
| Theta: |
0.00 |
| Omega: |
49.32 |
| Rho: |
0.00 |
Quote data
| Open: |
0.208 |
| High: |
0.208 |
| Low: |
0.208 |
| Previous Close: |
0.193 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.30% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
+26.83% |
| YTD |
|
|
-2.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.193 |
0.156 |
| 1M High / 1M Low: |
0.300 |
0.156 |
| 6M High / 6M Low: |
0.370 |
0.133 |
| High (YTD): |
2024-04-15 |
0.370 |
| Low (YTD): |
2024-03-13 |
0.133 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.167 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.222 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.20% |
| Volatility 6M: |
|
124.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
