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: |
|
- |