BVT Call 1.06 EURCHF 19.09.2025
/ DE000VD3TMS0
BVT Call 1.06 EURCHF 19.09.2025/ DE000VD3TMS0 /
| 11/06/2024 20:00:44 |
Chg.+0.060 |
Bid08:00:07 |
Ask08:00:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+18.75% |
0.390
Bid Size: 60,000 |
0.400
Ask Size: 60,000 |
CROSSRATE EUR/CHF |
1.06 CHF |
19/09/2025 |
Call |
Master data
| WKN: |
VD3TMS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.06 CHF |
| Maturity: |
19/09/2025 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/09/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
294.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.05 |
| Parity: |
-9.82 |
| Time value: |
0.34 |
| Break-even: |
1.10 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.15 |
| Theta: |
0.00 |
| Omega: |
44.35 |
| Rho: |
0.00 |
Quote data
| Open: |
0.330 |
| High: |
0.380 |
| Low: |
0.330 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.15% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.310 |
| 1M High / 1M Low: |
0.460 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
