BVT Call 170 SIE 20.06.2025
/ DE000VM7F2M4
BVT Call 170 SIE 20.06.2025/ DE000VM7F2M4 /
| 2024-10-11 7:43:46 PM |
Chg.+0.160 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
+6.75% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
170.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
1.58 |
| Time value: |
1.04 |
| Break-even: |
196.20 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
2.34% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
5.26 |
| Rho: |
0.77 |
Quote data
| Open: |
2.420 |
| High: |
2.530 |
| Low: |
2.420 |
| Previous Close: |
2.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.20% |
| 1 Month |
|
|
+109.09% |
| 3 Months |
|
|
-1.94% |
| YTD |
|
|
+22.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.530 |
2.160 |
| 1M High / 1M Low: |
2.530 |
1.100 |
| 6M High / 6M Low: |
3.230 |
0.860 |
| High (YTD): |
2024-03-15 |
3.310 |
| Low (YTD): |
2024-08-07 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.821 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.904 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.32% |
| Volatility 6M: |
|
141.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
