BVT Call 165 SIE 20.06.2025
/ DE000VM7F2K8
BVT Call 165 SIE 20.06.2025/ DE000VM7F2K8 /
| 2024-08-02 8:25:43 AM |
Chg.-0.42 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
-22.22% |
-
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: |
11.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-0.72 |
| Time value: |
1.32 |
| Break-even: |
178.20 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
4.76% |
| Delta: |
0.52 |
| Theta: |
-0.03 |
| Omega: |
6.24 |
| Rho: |
0.61 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-40.24% |
| 3 Months |
|
|
-46.35% |
| YTD |
|
|
-34.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.47 |
| 1M High / 1M Low: |
2.86 |
1.47 |
| 6M High / 6M Low: |
3.64 |
1.47 |
| High (YTD): |
2024-03-18 |
3.64 |
| Low (YTD): |
2024-08-02 |
1.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.95% |
| Volatility 6M: |
|
104.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
