BVT Call 0.66 AUD/USD 21.03.2025
/ DE000VM25F62
BVT Call 0.66 AUD/USD 21.03.2025/ DE000VM25F62 /
| 2024-05-22 7:50:46 PM |
Chg.-0.180 |
Bid8:31:59 AM |
Ask8:31:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
-6.98% |
2.400
Bid Size: 53,000 |
2.410
Ask Size: 53,000 |
- |
0.66 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VM25F6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.66 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: |
23.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.38 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.09 |
| Parity: |
0.61 |
| Time value: |
2.00 |
| Break-even: |
0.63 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
20.95 |
| Rho: |
0.00 |
Quote data
| Open: |
2.530 |
| High: |
2.530 |
| Low: |
2.400 |
| Previous Close: |
2.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.11% |
| 1 Month |
|
|
+24.35% |
| 3 Months |
|
|
+1.27% |
| YTD |
|
|
-37.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.740 |
2.400 |
| 1M High / 1M Low: |
2.760 |
1.910 |
| 6M High / 6M Low: |
4.180 |
1.710 |
| High (YTD): |
2024-01-02 |
3.730 |
| Low (YTD): |
2024-04-18 |
1.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.563 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.94% |
| Volatility 6M: |
|
100.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
