BVT Call 25 SGM 17.01.2025
/ DE000VG057L5
BVT Call 25 SGM 17.01.2025/ DE000VG057L5 /
| 1/9/2025 7:40:49 PM |
Chg.-0.150 |
Bid8:48:00 AM |
Ask8:48:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-25.00% |
0.400
Bid Size: 7,500 |
0.520
Ask Size: 7,500 |
STMICROELECTRONICS |
25.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
VG057L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
12/17/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.35 |
| Parity: |
-0.30 |
| Time value: |
0.68 |
| Break-even: |
25.68 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
4.90 |
| Spread abs.: |
0.13 |
| Spread %: |
23.64% |
| Delta: |
0.46 |
| Theta: |
-0.05 |
| Omega: |
16.74 |
| Rho: |
0.00 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.450 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.300 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.220 |
| Low (YTD): |
1/3/2025 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| 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: |
|
- |