BVT Call 49 SGM 20.06.2025
/ DE000VD44831
BVT Call 49 SGM 20.06.2025/ DE000VD44831 /
| 9/6/2024 7:53:18 PM |
Chg.-0.013 |
Bid8:55:41 PM |
Ask8:55:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.227EUR |
-5.42% |
0.220
Bid Size: 10,000 |
0.233
Ask Size: 10,000 |
STMICROELECTRONICS |
49.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
VD4483 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
4/29/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
106.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
-22.37 |
| Time value: |
0.25 |
| Break-even: |
49.25 |
| Moneyness: |
0.54 |
| Premium: |
0.85 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
0.07 |
| Theta: |
0.00 |
| Omega: |
7.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.206 |
| High: |
0.227 |
| Low: |
0.206 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.06% |
| 1 Month |
|
|
-21.72% |
| 3 Months |
|
|
-93.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.240 |
| 1M High / 1M Low: |
0.340 |
0.208 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
