BVT Call 50 SGM 20.06.2025
/ DE000VD44856
BVT Call 50 SGM 20.06.2025/ DE000VD44856 /
| 2024-07-31 8:57:17 AM |
Chg.-0.020 |
Bid10:15:06 AM |
Ask10:15:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-3.77% |
0.450
Bid Size: 34,000 |
0.470
Ask Size: 34,000 |
STMICROELECTRONICS |
50.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
VD4485 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
69.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
-19.58 |
| Time value: |
0.44 |
| Break-even: |
50.44 |
| Moneyness: |
0.61 |
| Premium: |
0.66 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.11 |
| Theta: |
0.00 |
| Omega: |
7.26 |
| Rho: |
0.02 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.54% |
| 1 Month |
|
|
-65.77% |
| 3 Months |
|
|
-78.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
0.520 |
| 1M High / 1M Low: |
2.120 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
