BVT Call 42 SGM 21.03.2025
/ DE000VD448V8
BVT Call 42 SGM 21.03.2025/ DE000VD448V8 /
| 2024-11-12 8:59:11 AM |
Chg.+0.006 |
Bid7:39:16 PM |
Ask7:39:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
+15.79% |
0.053
Bid Size: 10,000 |
0.084
Ask Size: 10,000 |
STMICROELECTRONICS |
42.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
VD448V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
308.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
-16.73 |
| Time value: |
0.08 |
| Break-even: |
42.08 |
| Moneyness: |
0.60 |
| Premium: |
0.67 |
| Premium p.a.: |
3.23 |
| Spread abs.: |
0.03 |
| Spread %: |
60.78% |
| Delta: |
0.03 |
| Theta: |
0.00 |
| Omega: |
10.77 |
| Rho: |
0.00 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.038 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.72% |
| 1 Month |
|
|
-67.65% |
| 3 Months |
|
|
-84.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.044 |
0.029 |
| 1M High / 1M Low: |
0.165 |
0.029 |
| 6M High / 6M Low: |
5.200 |
0.029 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.88% |
| Volatility 6M: |
|
265.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
