BVT Call 3300 MSTR 17.01.2025
/ DE000VD3AR27
BVT Call 3300 MSTR 17.01.2025/ DE000VD3AR27 /
03/06/2024 08:43:16 |
Chg.+0.04 |
Bid11:28:47 |
Ask11:28:47 |
Underlying |
Strike price |
Expiration date |
Option type |
2.49EUR |
+1.63% |
2.51 Bid Size: 12,000 |
2.61 Ask Size: 12,000 |
MicroStrategy Inc |
3,300.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
VD3AR2 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MicroStrategy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,300.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
05/04/2024 |
Last trading day: |
17/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.23 |
Historic volatility: |
0.83 |
Parity: |
-16.36 |
Time value: |
2.34 |
Break-even: |
3,274.75 |
Moneyness: |
0.46 |
Premium: |
1.33 |
Premium p.a.: |
2.88 |
Spread abs.: |
0.05 |
Spread %: |
2.18% |
Delta: |
0.39 |
Theta: |
-1.18 |
Omega: |
2.33 |
Rho: |
1.94 |
Quote data
Open: |
2.49 |
High: |
2.49 |
Low: |
2.49 |
Previous Close: |
2.45 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.55% |
1 Month |
|
|
+97.62% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.02 |
2.45 |
1M High / 1M Low: |
3.62 |
1.17 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.21 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
306.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |