BVT Call 54 SGM 20.06.2025/  DE000VD7MJK9  /

EUWAX
09/10/2024  08:57:09 Chg.+0.011 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.043EUR +34.38% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 54.00 EUR 20/06/2025 Call
 

Master data

WKN: VD7MJK
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 20/06/2025
Issue date: 10/06/2024
Last trading day: 20/06/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 328.64
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.34
Parity: -28.70
Time value: 0.08
Break-even: 54.08
Moneyness: 0.47
Premium: 1.14
Premium p.a.: 1.98
Spread abs.: 0.03
Spread %: 71.11%
Delta: 0.03
Theta: 0.00
Omega: 8.51
Rho: 0.00
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.032
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.82%
1 Month
  -71.14%
3 Months
  -96.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.032
1M High / 1M Low: 0.187 0.032
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   432.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -