BVT Call 165 SIE 20.06.2025
/ DE000VM7F2K8
BVT Call 165 SIE 20.06.2025/ DE000VM7F2K8 /
| 2024-11-15 8:05:02 PM |
Chg.-0.070 |
Bid9:53:09 PM |
Ask9:53:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
-2.46% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
165.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
VM7F2K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.24 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
2.24 |
| Time value: |
0.67 |
| Break-even: |
194.10 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
2.46% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
5.25 |
| Rho: |
0.73 |
Quote data
| Open: |
2.870 |
| High: |
2.870 |
| Low: |
2.780 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.17% |
| 1 Month |
|
|
+8.59% |
| 3 Months |
|
|
+98.57% |
| YTD |
|
|
+21.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.850 |
2.200 |
| 1M High / 1M Low: |
2.920 |
2.200 |
| 6M High / 6M Low: |
2.930 |
1.030 |
| High (YTD): |
2024-03-15 |
3.650 |
| Low (YTD): |
2024-08-07 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.547 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.131 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.11% |
| Volatility 6M: |
|
136.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
