BVT Call 49 SGM 20.06.2025
/ DE000VD44831
BVT Call 49 SGM 20.06.2025/ DE000VD44831 /
| 11/12/2024 8:59:11 AM |
Chg.+0.005 |
Bid7:10:25 PM |
Ask7:10:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
+13.51% |
0.049
Bid Size: 10,000 |
0.080
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: |
319.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.33 |
| Parity: |
-23.73 |
| Time value: |
0.08 |
| Break-even: |
49.08 |
| Moneyness: |
0.52 |
| Premium: |
0.94 |
| Premium p.a.: |
2.01 |
| Spread abs.: |
0.03 |
| Spread %: |
64.58% |
| Delta: |
0.03 |
| Theta: |
0.00 |
| Omega: |
9.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.56% |
| 1 Month |
|
|
-59.62% |
| 3 Months |
|
|
-82.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.042 |
0.027 |
| 1M High / 1M Low: |
0.120 |
0.027 |
| 6M High / 6M Low: |
3.340 |
0.027 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.044 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
401.91% |
| Volatility 6M: |
|
261.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
