BVT Call 175 SIE 20.06.2025
/ DE000VM7F2Q5
BVT Call 175 SIE 20.06.2025/ DE000VM7F2Q5 /
| 2024-11-15 9:18:19 AM |
Chg.-0.06 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-2.84% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
175.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
VM7F2Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
1.24 |
| Time value: |
0.93 |
| Break-even: |
196.70 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
2.84% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
6.23 |
| Rho: |
0.67 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.24% |
| 1 Month |
|
|
+5.13% |
| 3 Months |
|
|
+120.43% |
| YTD |
|
|
+16.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
1.66 |
| 1M High / 1M Low: |
2.21 |
1.64 |
| 6M High / 6M Low: |
2.33 |
0.71 |
| High (YTD): |
2024-03-18 |
2.99 |
| Low (YTD): |
2024-08-05 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.25% |
| Volatility 6M: |
|
156.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
