BVT Call 51 SGM 19.12.2025
/ DE000VD87QB6
BVT Call 51 SGM 19.12.2025/ DE000VD87QB6 /
| 7/31/2024 2:00:33 PM |
Chg.+0.080 |
Bid4:27:32 PM |
Ask4:27:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+10.67% |
0.800
Bid Size: 34,000 |
0.820
Ask Size: 34,000 |
STMICROELECTRONICS |
51.00 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
VD87QB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
7/4/2024 |
| Last trading day: |
12/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
-20.58 |
| Time value: |
0.75 |
| Break-even: |
51.75 |
| Moneyness: |
0.60 |
| Premium: |
0.70 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
4.17% |
| Delta: |
0.15 |
| Theta: |
0.00 |
| Omega: |
6.00 |
| Rho: |
0.05 |
Quote data
| Open: |
0.770 |
| High: |
0.830 |
| Low: |
0.770 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.10% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
0.750 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
