BVT Call 49 SGM 21.03.2025
/ DE000VD448Q8
BVT Call 49 SGM 21.03.2025/ DE000VD448Q8 /
| 2024-07-30 7:51:30 PM |
Chg.-0.050 |
Bid9:45:14 AM |
Ask9:45:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-15.15% |
0.300
Bid Size: 34,000 |
0.320
Ask Size: 34,000 |
STMICROELECTRONICS |
49.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
VD448Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
91.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
-17.94 |
| Time value: |
0.34 |
| Break-even: |
49.34 |
| Moneyness: |
0.63 |
| Premium: |
0.59 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.09 |
| Theta: |
0.00 |
| Omega: |
8.28 |
| Rho: |
0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.310 |
| Low: |
0.280 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.77% |
| 1 Month |
|
|
-75.44% |
| 3 Months |
|
|
-83.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.280 |
| 1M High / 1M Low: |
1.640 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
