BVT Call 50 SGM 20.06.2025
/ DE000VD44856
BVT Call 50 SGM 20.06.2025/ DE000VD44856 /
9/6/2024 9:03:17 AM |
Chg.0.000 |
Bid9:42:43 PM |
Ask9:42:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
0.00% |
0.203 Bid Size: 10,000 |
0.216 Ask Size: 10,000 |
STMICROELECTRONICS |
50.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
VD4485 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
4/29/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
115.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.32 |
Parity: |
-23.37 |
Time value: |
0.23 |
Break-even: |
50.23 |
Moneyness: |
0.53 |
Premium: |
0.89 |
Premium p.a.: |
1.24 |
Spread abs.: |
0.01 |
Spread %: |
6.45% |
Delta: |
0.06 |
Theta: |
0.00 |
Omega: |
7.38 |
Rho: |
0.01 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.210 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.59% |
1 Month |
|
|
-36.36% |
3 Months |
|
|
-92.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.193 |
1M High / 1M Low: |
0.330 |
0.192 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.249 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.244 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |