BVT Call 44 SGM 19.12.2025
/ DE000VD87QE0
BVT Call 44 SGM 19.12.2025/ DE000VD87QE0 /
| 10/7/2024 10:31:56 AM |
Chg.-0.070 |
Bid1:44:27 PM |
Ask1:44:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-10.94% |
0.600
Bid Size: 42,000 |
0.640
Ask Size: 42,000 |
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: |
37.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.34 |
| Parity: |
-18.25 |
| Time value: |
0.68 |
| Break-even: |
44.68 |
| Moneyness: |
0.59 |
| Premium: |
0.74 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.03 |
| Spread %: |
4.62% |
| Delta: |
0.15 |
| Theta: |
0.00 |
| Omega: |
5.69 |
| Rho: |
0.04 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.92% |
| 1 Month |
|
|
-19.72% |
| 3 Months |
|
|
-88.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.620 |
| 1M High / 1M Low: |
0.860 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
