BVT Call 185 SIE 19.06.2026
/ DE000VD87VP6
BVT Call 185 SIE 19.06.2026/ DE000VD87VP6 /
| 2024-09-10 8:44:36 AM |
Chg.+0.01 |
Bid12:21:07 PM |
Ask12:21:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
+0.76% |
1.32
Bid Size: 132,000 |
1.35
Ask Size: 132,000 |
SIEMENS AG NA O.N. |
185.00 EUR |
2026-06-19 |
Call |
Master data
| WKN: |
VD87VP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 EUR |
| Maturity: |
2026-06-19 |
| Issue date: |
2024-07-04 |
| Last trading day: |
2026-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.24 |
| Parity: |
-2.24 |
| Time value: |
1.38 |
| Break-even: |
198.80 |
| Moneyness: |
0.88 |
| Premium: |
0.22 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
3.76% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
5.45 |
| Rho: |
1.09 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.48% |
| 1 Month |
|
|
+2.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.31 |
| 1M High / 1M Low: |
1.67 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
