BVT Call 17.5 DBK 21.03.2025/  DE000VD3V6R7  /

EUWAX
2024-05-20  8:53:54 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.340EUR +3.03% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BANK AG NA ... 17.50 EUR 2025-03-21 Call
 

Master data

WKN: VD3V6R
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 17.50 EUR
Maturity: 2025-03-21
Issue date: 2024-04-11
Last trading day: 2025-03-21
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 43.43
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.26
Parity: -1.86
Time value: 0.36
Break-even: 17.86
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.29
Theta: 0.00
Omega: 12.78
Rho: 0.04
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.03%
1 Month  
+30.77%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.330
1M High / 1M Low: 0.420 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -