BVT Call 52 SGM 21.03.2025
/ DE000VD448L9
BVT Call 52 SGM 21.03.2025/ DE000VD448L9 /
9/6/2024 8:03:43 PM |
Chg.+0.008 |
Bid9:49:08 PM |
Ask9:49:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.089EUR |
+9.88% |
0.087 Bid Size: 10,000 |
0.100 Ask Size: 10,000 |
STMICROELECTRONICS |
52.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
VD448L |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/29/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
292.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.32 |
Parity: |
-25.37 |
Time value: |
0.09 |
Break-even: |
52.09 |
Moneyness: |
0.51 |
Premium: |
0.96 |
Premium p.a.: |
2.49 |
Spread abs.: |
0.01 |
Spread %: |
18.18% |
Delta: |
0.03 |
Theta: |
0.00 |
Omega: |
8.96 |
Rho: |
0.00 |
Quote data
Open: |
0.065 |
High: |
0.089 |
Low: |
0.065 |
Previous Close: |
0.081 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.49% |
1 Month |
|
|
-29.37% |
3 Months |
|
|
-95.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.086 |
0.071 |
1M High / 1M Low: |
0.126 |
0.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.079 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.090 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
291.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |