BVT Call 50 SGM 20.06.2025
/ DE000VD44856
BVT Call 50 SGM 20.06.2025/ DE000VD44856 /
09/10/2024 09:03:18 |
Chg.+0.004 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.084EUR |
+5.00% |
- Bid Size: - |
- Ask Size: - |
STMICROELECTRONICS |
50.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
VD4485 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
29/04/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
205.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.34 |
Parity: |
-24.70 |
Time value: |
0.12 |
Break-even: |
50.12 |
Moneyness: |
0.51 |
Premium: |
0.98 |
Premium p.a.: |
1.67 |
Spread abs.: |
0.03 |
Spread %: |
33.70% |
Delta: |
0.04 |
Theta: |
0.00 |
Omega: |
8.16 |
Rho: |
0.01 |
Quote data
Open: |
0.084 |
High: |
0.084 |
Low: |
0.084 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.80% |
1 Month |
|
|
-58.00% |
3 Months |
|
|
-95.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.125 |
0.080 |
1M High / 1M Low: |
0.230 |
0.071 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.107 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.132 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
313.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |