BVT Call 51 SGM 20.06.2025
/ DE000VD44898
BVT Call 51 SGM 20.06.2025/ DE000VD44898 /
| 2024-10-09 9:03:18 AM |
Chg.+0.004 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
+5.97% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
51.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
VD4489 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
223.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
-25.70 |
| Time value: |
0.11 |
| Break-even: |
51.11 |
| Moneyness: |
0.50 |
| Premium: |
1.02 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.03 |
| Spread %: |
37.80% |
| Delta: |
0.04 |
| Theta: |
0.00 |
| Omega: |
8.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.067 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.26% |
| 1 Month |
|
|
-61.62% |
| 3 Months |
|
|
-96.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.067 |
| 1M High / 1M Low: |
0.223 |
0.061 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
