BVT Call 52 SGM 20.06.2025
/ DE000VD44864
BVT Call 52 SGM 20.06.2025/ DE000VD44864 /
| 2024-07-31 10:24:03 AM |
Chg.+0.010 |
Bid11:48:15 AM |
Ask11:48:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+2.78% |
0.400
Bid Size: 34,000 |
0.420
Ask Size: 34,000 |
STMICROELECTRONICS |
52.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
VD4486 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
84.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
-21.58 |
| Time value: |
0.36 |
| Break-even: |
52.36 |
| Moneyness: |
0.59 |
| Premium: |
0.72 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.09 |
| Theta: |
0.00 |
| Omega: |
7.42 |
| Rho: |
0.02 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.16% |
| 1 Month |
|
|
-70.40% |
| 3 Months |
|
|
-78.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.360 |
| 1M High / 1M Low: |
1.730 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
