BVT Call 39 SGM 20.09.2024/  DE000VD449U8  /

Frankfurt Zert./VONT
2024-07-26  7:43:39 PM Chg.-0.082 Bid9:57:29 PM Ask9:57:29 PM Underlying Strike price Expiration date Option type
0.133EUR -38.14% -
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: 189.63
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -8.28
Time value: 0.16
Break-even: 39.16
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 4.01
Spread abs.: 0.01
Spread %: 8.72%
Delta: 0.08
Theta: -0.01
Omega: 15.01
Rho: 0.00
 

Quote data

Open: 0.123
High: 0.133
Low: 0.123
Previous Close: 0.215
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -90.15%
1 Month
  -92.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.990 0.133
1M High / 1M Low: 2.740 0.133
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.092
Avg. volume 1W:   0.000
Avg. price 1M:   1.906
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   455.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -