BVT Call 45 SGM 21.03.2025
/ DE000VD448K1
BVT Call 45 SGM 21.03.2025/ DE000VD448K1 /
| 13/11/2024 10:25:17 |
Chg.-0.002 |
Bid10:25:17 |
Ask10:25:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
-11.76% |
0.015
Bid Size: 42,000 |
0.076
Ask Size: 42,000 |
STMICROELECTRONICS |
45.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
VD448K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
29/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
331.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.33 |
| Parity: |
-19.47 |
| Time value: |
0.08 |
| Break-even: |
45.08 |
| Moneyness: |
0.57 |
| Premium: |
0.77 |
| Premium p.a.: |
4.06 |
| Spread abs.: |
0.06 |
| Spread %: |
285.00% |
| Delta: |
0.03 |
| Theta: |
0.00 |
| Omega: |
10.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.015 |
| Previous Close: |
0.017 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-91.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.017 |
0.004 |
| 1M High / 1M Low: |
0.080 |
0.004 |
| 6M High / 6M Low: |
3.800 |
0.004 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.144 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,075.09% |
| Volatility 6M: |
|
489.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
