BVT Call 49 SGM 20.12.2024
/ DE000VD449L7
BVT Call 49 SGM 20.12.2024/ DE000VD449L7 /
| 2024-07-31 10:10:31 AM |
Chg.-0.001 |
Bid10:11:36 AM |
Ask10:11:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.112EUR |
-0.88% |
0.111
Bid Size: 34,000 |
0.124
Ask Size: 34,000 |
STMICROELECTRONICS |
49.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VD449L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
257.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
-18.58 |
| Time value: |
0.12 |
| Break-even: |
49.12 |
| Moneyness: |
0.62 |
| Premium: |
0.61 |
| Premium p.a.: |
2.43 |
| Spread abs.: |
0.01 |
| Spread %: |
12.38% |
| Delta: |
0.04 |
| Theta: |
0.00 |
| Omega: |
10.77 |
| Rho: |
0.00 |
Quote data
| Open: |
0.112 |
| High: |
0.112 |
| Low: |
0.112 |
| Previous Close: |
0.113 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-80.69% |
| 1 Month |
|
|
-82.50% |
| 3 Months |
|
|
-89.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.113 |
| 1M High / 1M Low: |
0.960 |
0.113 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.625 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
391.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
