BVT Call 24 SGM 15.11.2024
/ DE000VC586K9
BVT Call 24 SGM 15.11.2024/ DE000VC586K9 /
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: |
|
- |