BVT Call 38 SGM 19.12.2025
/ DE000VD87PW4
BVT Call 38 SGM 19.12.2025/ DE000VD87PW4 /
| 08/11/2024 08:56:13 |
Chg.+0.060 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+6.74% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
38.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
VD87PW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
04/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.33 |
| Parity: |
-13.34 |
| Time value: |
0.90 |
| Break-even: |
38.90 |
| Moneyness: |
0.65 |
| Premium: |
0.58 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.05 |
| Spread %: |
5.88% |
| Delta: |
0.20 |
| Theta: |
0.00 |
| Omega: |
5.50 |
| Rho: |
0.04 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.26% |
| 1 Month |
|
|
-20.17% |
| 3 Months |
|
|
-39.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.670 |
| 1M High / 1M Low: |
1.360 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
