BVT Call 70 ON 17.01.2025
/ DE000VG0YM53
BVT Call 70 ON 17.01.2025/ DE000VG0YM53 /
| 12/23/2024 10:32:06 AM |
Chg.-0.009 |
Bid11:35:14 AM |
Ask11:35:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.183EUR |
-4.69% |
0.190
Bid Size: 17,000 |
0.201
Ask Size: 17,000 |
ON Semiconductor |
70.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VG0YM5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/13/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.43 |
| Parity: |
-0.43 |
| Time value: |
0.18 |
| Break-even: |
68.91 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
2.90 |
| Spread abs.: |
0.01 |
| Spread %: |
5.81% |
| Delta: |
0.34 |
| Theta: |
-0.06 |
| Omega: |
11.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.183 |
| High: |
0.183 |
| Low: |
0.183 |
| Previous Close: |
0.192 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.75% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.192 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
