BVT Call 44 SGM 19.12.2025
/ DE000VD87QE0
BVT Call 44 SGM 19.12.2025/ DE000VD87QE0 /
| 9/2/2024 8:03:47 PM |
Chg.+0.010 |
Bid9:46:19 PM |
Ask9:46:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
+0.86% |
1.180
Bid Size: 4,000 |
1.220
Ask Size: 4,000 |
STMICROELECTRONICS |
44.00 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
VD87QE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
7/4/2024 |
| Last trading day: |
12/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
-15.23 |
| Time value: |
1.23 |
| Break-even: |
45.23 |
| Moneyness: |
0.65 |
| Premium: |
0.57 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.04 |
| Spread %: |
3.36% |
| Delta: |
0.22 |
| Theta: |
0.00 |
| Omega: |
5.24 |
| Rho: |
0.07 |
Quote data
| Open: |
1.110 |
| High: |
1.180 |
| Low: |
1.110 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.43% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.030 |
| 1M High / 1M Low: |
1.190 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.946 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
