BVT Call 47 SGM 20.06.2025
/ DE000VD44849
BVT Call 47 SGM 20.06.2025/ DE000VD44849 /
| 11/12/2024 7:42:32 PM |
Chg.+0.006 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+8.70% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
47.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
VD4484 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
4/29/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
240.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.33 |
| Parity: |
-21.73 |
| Time value: |
0.11 |
| Break-even: |
47.11 |
| Moneyness: |
0.54 |
| Premium: |
0.86 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.03 |
| Spread %: |
41.89% |
| Delta: |
0.04 |
| Theta: |
0.00 |
| Omega: |
8.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.066 |
| High: |
0.082 |
| Low: |
0.066 |
| Previous Close: |
0.069 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-73.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.051 |
| 1M High / 1M Low: |
0.161 |
0.050 |
| 6M High / 6M Low: |
3.960 |
0.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.229 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.72% |
| Volatility 6M: |
|
249.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
