BVT Call 36 SGM 19.12.2025
/ DE000VC0JXE5
BVT Call 36 SGM 19.12.2025/ DE000VC0JXE5 /
| 2024-10-07 8:17:46 AM |
Chg.+0.07 |
Bid10:44:55 AM |
Ask10:44:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
+4.64% |
1.43
Bid Size: 42,000 |
1.47
Ask Size: 42,000 |
STMICROELECTRONICS |
36.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
VC0JXE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-07-23 |
| Last trading day: |
2025-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.34 |
| Parity: |
-10.25 |
| Time value: |
1.63 |
| Break-even: |
37.63 |
| Moneyness: |
0.72 |
| Premium: |
0.46 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.06 |
| Spread %: |
3.82% |
| Delta: |
0.30 |
| Theta: |
0.00 |
| Omega: |
4.73 |
| Rho: |
0.07 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.71% |
| 1 Month |
|
|
-13.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.51 |
| 1M High / 1M Low: |
1.81 |
1.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
