BVT Call 170 SIE 20.06.2025
/ DE000VM7F2M4
BVT Call 170 SIE 20.06.2025/ DE000VM7F2M4 /
| 02/08/2024 19:43:02 |
Chg.-0.240 |
Bid21:53:09 |
Ask21:53:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-18.18% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
170.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
VM7F2M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
28/12/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-1.22 |
| Time value: |
1.11 |
| Break-even: |
181.10 |
| Moneyness: |
0.93 |
| Premium: |
0.15 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
4.72% |
| Delta: |
0.47 |
| Theta: |
-0.03 |
| Omega: |
6.65 |
| Rho: |
0.55 |
Quote data
| Open: |
1.190 |
| High: |
1.190 |
| Low: |
1.020 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.94% |
| 1 Month |
|
|
-50.91% |
| 3 Months |
|
|
-57.81% |
| YTD |
|
|
-47.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.080 |
| 1M High / 1M Low: |
2.580 |
1.080 |
| 6M High / 6M Low: |
3.310 |
1.080 |
| High (YTD): |
15/03/2024 |
3.310 |
| Low (YTD): |
02/08/2024 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.906 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.294 |
| Avg. volume 6M: |
|
31.496 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.30% |
| Volatility 6M: |
|
118.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
