BVT Call 37 SLB 16.05.2025
/ DE000VG1VQF5
BVT Call 37 SLB 16.05.2025/ DE000VG1VQF5 /
| 1/24/2025 7:44:26 PM |
Chg.+0.020 |
Bid8:35:00 PM |
Ask8:35:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+3.39% |
0.610
Bid Size: 118,000 |
0.620
Ask Size: 118,000 |
Schlumberger Ltd |
37.00 USD |
5/16/2025 |
Call |
Master data
| WKN: |
VG1VQF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
5/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.48 |
| Time value: |
0.12 |
| Break-even: |
41.52 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.39 |
| Rho: |
0.08 |
Quote data
| Open: |
0.590 |
| High: |
0.610 |
| Low: |
0.570 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.75% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+74.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.590 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
0.830 |
| Low (YTD): |
1/3/2025 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| 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: |
|
- |