BVT Call 195 SIE 19.12.2025
/ DE000VM72QH6
BVT Call 195 SIE 19.12.2025/ DE000VM72QH6 /
2024-09-10 10:31:10 AM |
Chg.+0.010 |
Bid11:13:19 AM |
Ask11:13:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
+1.28% |
0.750 Bid Size: 132,000 |
0.780 Ask Size: 132,000 |
SIEMENS AG NA O.N. |
195.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
VM72QH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-08 |
Last trading day: |
2025-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
-3.24 |
Time value: |
0.82 |
Break-even: |
203.20 |
Moneyness: |
0.83 |
Premium: |
0.25 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.05 |
Spread %: |
6.49% |
Delta: |
0.34 |
Theta: |
-0.02 |
Omega: |
6.75 |
Rho: |
0.60 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-16.84% |
1 Month |
|
|
+23.44% |
3 Months |
|
|
-45.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.740 |
1M High / 1M Low: |
1.020 |
0.620 |
6M High / 6M Low: |
2.400 |
0.570 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.848 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.831 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.414 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.49% |
Volatility 6M: |
|
130.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |