BVT Call 24 SGM 17.01.2025
/ DE000VG1J3V7
BVT Call 24 SGM 17.01.2025/ DE000VG1J3V7 /
| 1/9/2025 9:08:38 AM |
Chg.-0.86 |
Bid4:42:25 PM |
Ask4:42:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.91EUR |
-48.59% |
0.97
Bid Size: 31,000 |
1.00
Ask Size: 31,000 |
STMICROELECTRONICS |
24.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
VG1J3V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
12/20/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.35 |
| Parity: |
0.70 |
| Time value: |
0.60 |
| Break-even: |
25.30 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.22 |
| Spread %: |
20.37% |
| Delta: |
0.64 |
| Theta: |
-0.05 |
| Omega: |
12.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.91 |
| High: |
0.91 |
| Low: |
0.91 |
| Previous Close: |
1.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.08% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-9.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.77 |
0.65 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
1.77 |
| Low (YTD): |
1/3/2025 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |