BVT Call 43 SGM 20.12.2024/  DE000VD449P8  /

EUWAX
2024-10-22  9:03:43 AM Chg.- Bid8:00:07 PM Ask8:00:07 PM Underlying Strike price Expiration date Option type
0.006EUR - -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 43.00 - 2024-12-20 Call
 

Master data

WKN: VD449P
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 43.00 -
Maturity: 2024-12-20
Issue date: 2024-04-29
Last trading day: 2024-10-22
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 328.18
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.33
Parity: -17.73
Time value: 0.08
Break-even: 43.08
Moneyness: 0.59
Premium: 0.70
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 7,600.00%
Delta: 0.03
Theta: -0.01
Omega: 10.52
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.001
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -40.00%
3 Months
  -93.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.011 0.001
6M High / 6M Low: 3.710 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   1.111
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   7,923.50%
Volatility 6M:   2,147.15%
Volatility 1Y:   -
Volatility 3Y:   -