BVT Call 34 SGM 20.09.2024
/ DE000VC0UMV9
BVT Call 34 SGM 20.09.2024/ DE000VC0UMV9 /
2024-09-05 7:44:01 PM |
Chg.+0.026 |
Bid8:21:17 PM |
Ask8:21:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.049EUR |
+113.04% |
0.049 Bid Size: 10,000 |
0.080 Ask Size: 10,000 |
STMICROELECTRONICS |
34.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
VC0UMV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-07-26 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
333.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.32 |
Parity: |
-6.96 |
Time value: |
0.08 |
Break-even: |
34.08 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.06 |
Spread %: |
285.71% |
Delta: |
0.05 |
Theta: |
-0.01 |
Omega: |
18.21 |
Rho: |
0.00 |
Quote data
Open: |
0.021 |
High: |
0.055 |
Low: |
0.021 |
Previous Close: |
0.023 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-27.94% |
1 Month |
|
|
-75.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.068 |
0.023 |
1M High / 1M Low: |
0.198 |
0.023 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.041 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.072 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
360.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |