BVT Call 33 SGE 21.03.2025
/ DE000VD5JGC2
BVT Call 33 SGE 21.03.2025/ DE000VD5JGC2 /
| 2024-06-07 5:04:19 PM |
Chg.0.000 |
Bid6:01:05 PM |
Ask6:01:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
0.00% |
0.790
Bid Size: 4,000 |
0.850
Ask Size: 4,000 |
STE GENERALE INH. EO... |
33.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
VD5JGC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STE GENERALE INH. EO 1,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-6.99 |
| Time value: |
0.88 |
| Break-even: |
33.88 |
| Moneyness: |
0.79 |
| Premium: |
0.30 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.08 |
| Spread %: |
10.00% |
| Delta: |
0.25 |
| Theta: |
0.00 |
| Omega: |
7.34 |
| Rho: |
0.04 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.760 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.61% |
| 1 Month |
|
|
+83.72% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.790 |
| 1M High / 1M Low: |
1.190 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.907 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
