BVT Call 39 SGM 20.09.2024/  DE000VD449U8  /

Frankfurt Zert./VONT
2024-07-05  7:43:36 PM Chg.+0.570 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
2.730EUR +26.39% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 39.00 EUR 2024-09-20 Call
 

Master data

WKN: VD449U
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 39.00 EUR
Maturity: 2024-09-20
Issue date: 2024-04-29
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.71
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -0.07
Time value: 2.84
Break-even: 41.84
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.41
Spread abs.: 0.18
Spread %: 6.77%
Delta: 0.55
Theta: -0.02
Omega: 7.51
Rho: 0.04
 

Quote data

Open: 2.640
High: 2.730
Low: 2.530
Previous Close: 2.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+61.54%
1 Month
  -39.87%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.730 1.520
1M High / 1M Low: 4.670 1.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.108
Avg. volume 1W:   0.000
Avg. price 1M:   2.877
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -