BVT Call 46 SGM 21.03.2025
/ DE000VD448X4
BVT Call 46 SGM 21.03.2025/ DE000VD448X4 /
| 2024-11-12 8:00:59 PM |
Chg.+0.002 |
Bid9:47:37 PM |
Ask8:11:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
+28.57% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
46.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
VD448X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
332.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.33 |
| Parity: |
-20.73 |
| Time value: |
0.08 |
| Break-even: |
46.08 |
| Moneyness: |
0.55 |
| Premium: |
0.82 |
| Premium p.a.: |
4.47 |
| Spread abs.: |
0.07 |
| Spread %: |
850.00% |
| Delta: |
0.03 |
| Theta: |
0.00 |
| Omega: |
9.85 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.011 |
| Low: |
0.001 |
| Previous Close: |
0.007 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.00% |
| 1 Month |
|
|
-80.00% |
| 3 Months |
|
|
-94.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.009 |
0.001 |
| 1M High / 1M Low: |
0.063 |
0.001 |
| 6M High / 6M Low: |
3.420 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.019 |
| Avg. volume 6M: |
|
317.460 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,167.85% |
| Volatility 6M: |
|
895.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
