BVT Call 38 SGM 20.09.2024
/ DE000VD48DB6
BVT Call 38 SGM 20.09.2024/ DE000VD48DB6 /
| 2024-07-05 7:43:47 PM |
Chg.+0.640 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.290EUR |
+24.15% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
38.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VD48DB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.93 |
| Time value: |
2.42 |
| Break-even: |
41.35 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.21 |
| Spread %: |
6.69% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
7.04 |
| Rho: |
0.04 |
Quote data
| Open: |
3.180 |
| High: |
3.290 |
| Low: |
3.090 |
| Previous Close: |
2.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.94% |
| 1 Month |
|
|
-36.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.290 |
1.870 |
| 1M High / 1M Low: |
5.370 |
1.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
