BVT Call 45 SGM 20.06.2025
/ DE000VD44807
BVT Call 45 SGM 20.06.2025/ DE000VD44807 /
| 12/11/2024 08:59:11 |
Chg.+0.006 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
+6.45% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
45.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
VD4480 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
29/04/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
180.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.33 |
| Parity: |
-19.73 |
| Time value: |
0.14 |
| Break-even: |
45.14 |
| Moneyness: |
0.56 |
| Premium: |
0.79 |
| Premium p.a.: |
1.62 |
| Spread abs.: |
0.03 |
| Spread %: |
28.44% |
| Delta: |
0.05 |
| Theta: |
0.00 |
| Omega: |
8.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.099 |
| High: |
0.099 |
| Low: |
0.099 |
| Previous Close: |
0.093 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.79% |
| 1 Month |
|
|
-50.25% |
| 3 Months |
|
|
-70.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.089 |
| 1M High / 1M Low: |
0.220 |
0.070 |
| 6M High / 6M Low: |
4.720 |
0.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.516 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.76% |
| Volatility 6M: |
|
228.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
