BVT Call 39 SGM 20.09.2024
/ DE000VD449U8
BVT Call 39 SGM 20.09.2024/ DE000VD449U8 /
| 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: |
|
- |
