BVT Call 24 SGM 15.11.2024/  DE000VC586K9  /

EUWAX
2024-11-12  8:49:41 AM Chg.-0.03 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.23EUR -2.38% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 24.00 EUR 2024-11-15 Call
 

Master data

WKN: VC586K
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-11-15
Issue date: 2024-10-18
Last trading day: 2024-11-15
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.52
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.27
Implied volatility: 1.09
Historic volatility: 0.33
Parity: 1.27
Time value: 0.47
Break-even: 25.74
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 8.41
Spread abs.: 0.30
Spread %: 20.83%
Delta: 0.72
Theta: -0.14
Omega: 10.41
Rho: 0.00
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.02%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 0.86
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.24
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -