BVT Call 24 VNA 19.12.2025/  DE000VD2BK40  /

Frankfurt Zert./VONT
2024-06-03  7:55:43 PM Chg.+0.090 Bid9:57:00 PM Ask9:57:00 PM Underlying Strike price Expiration date Option type
7.930EUR +1.15% -
Bid Size: -
-
Ask Size: -
VONOVIA SE NA O.N. 24.00 EUR 2025-12-19 Call
 

Master data

WKN: VD2BK4
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2025-12-19
Issue date: 2024-03-18
Last trading day: 2025-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 8.31
Intrinsic value: 4.80
Implied volatility: 0.39
Historic volatility: 0.36
Parity: 4.80
Time value: 3.82
Break-even: 32.62
Moneyness: 1.20
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.75
Spread %: 9.53%
Delta: 0.77
Theta: -0.01
Omega: 2.57
Rho: 0.21
 

Quote data

Open: 7.910
High: 8.030
Low: 7.910
Previous Close: 7.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.29%
1 Month  
+15.77%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.840 7.190
1M High / 1M Low: 8.740 6.810
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.446
Avg. volume 1W:   0.000
Avg. price 1M:   7.534
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -