BVT Call 37 SGM 21.06.2024
/ DE000VD5AUC2
BVT Call 37 SGM 21.06.2024/ DE000VD5AUC2 /
2024-06-19 8:36:45 AM |
Chg.-0.60 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.22EUR |
-15.71% |
- Bid Size: - |
- Ask Size: - |
STMICROELECTRONICS |
37.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
VD5AUC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-05-02 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.07 |
Intrinsic value: |
3.06 |
Implied volatility: |
1.35 |
Historic volatility: |
0.30 |
Parity: |
3.06 |
Time value: |
0.47 |
Break-even: |
40.53 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
7.40 |
Spread abs.: |
0.32 |
Spread %: |
9.97% |
Delta: |
0.80 |
Theta: |
-0.28 |
Omega: |
9.10 |
Rho: |
0.00 |
Quote data
Open: |
3.22 |
High: |
3.22 |
Low: |
3.22 |
Previous Close: |
3.82 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.03% |
1 Month |
|
|
+26.77% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.97 |
3.07 |
1M High / 1M Low: |
4.97 |
1.31 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
443.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |