BVT Call 155 SIE 20.09.2024
/ DE000VM250R5
BVT Call 155 SIE 20.09.2024/ DE000VM250R5 /
| 9/10/2024 1:53:11 PM |
Chg.-0.060 |
Bid2:44:49 PM |
Ask2:44:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-6.59% |
0.870
Bid Size: 76,000 |
0.880
Ask Size: 76,000 |
SIEMENS AG NA O.N. |
155.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VM250R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/3/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
0.76 |
| Time value: |
0.19 |
| Break-even: |
164.50 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.06 |
| Spread %: |
6.74% |
| Delta: |
0.76 |
| Theta: |
-0.20 |
| Omega: |
13.00 |
| Rho: |
0.03 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.850 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.56% |
| 1 Month |
|
|
+23.19% |
| 3 Months |
|
|
-63.83% |
| YTD |
|
|
-62.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
0.800 |
| 1M High / 1M Low: |
1.620 |
0.640 |
| 6M High / 6M Low: |
3.690 |
0.640 |
| High (YTD): |
5/10/2024 |
3.690 |
| Low (YTD): |
8/12/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.222 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.91% |
| Volatility 6M: |
|
169.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
