BVT Call 51 SGM 19.12.2025
/ DE000VD87QB6
BVT Call 51 SGM 19.12.2025/ DE000VD87QB6 /
07/10/2024 08:41:08 |
Chg.+0.020 |
Bid13:36:32 |
Ask13:36:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+7.14% |
0.240 Bid Size: 42,000 |
0.280 Ask Size: 42,000 |
STMICROELECTRONICS |
51.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
VD87QB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
51.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
04/07/2024 |
Last trading day: |
19/12/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
80.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.34 |
Parity: |
-25.25 |
Time value: |
0.32 |
Break-even: |
51.32 |
Moneyness: |
0.50 |
Premium: |
0.99 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.02 |
Spread %: |
6.67% |
Delta: |
0.08 |
Theta: |
0.00 |
Omega: |
6.41 |
Rho: |
0.02 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.280 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.92% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-88.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.280 |
1M High / 1M Low: |
0.430 |
0.217 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.328 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.337 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
240.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |