BVT Call 49 SGM 20.12.2024/  DE000VD449L7  /

EUWAX
2024-07-31  8:57:18 AM Chg.0.000 Bid9:26:50 AM Ask9:26:50 AM Underlying Strike price Expiration date Option type
0.132EUR 0.00% 0.116
Bid Size: 34,000
0.129
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: 228.38
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.32
Parity: -17.94
Time value: 0.14
Break-even: 49.14
Moneyness: 0.63
Premium: 0.58
Premium p.a.: 2.22
Spread abs.: 0.01
Spread %: 10.57%
Delta: 0.05
Theta: 0.00
Omega: 10.74
Rho: 0.01
 

Quote data

Open: 0.132
High: 0.132
Low: 0.132
Previous Close: 0.132
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.56%
1 Month
  -77.63%
3 Months
  -89.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.123
1M High / 1M Low: 0.970 0.123
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.217
Avg. volume 1W:   0.000
Avg. price 1M:   0.632
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   341.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -