BVT Call 195 SIE 20.12.2024
/ DE000VM7ASK4
BVT Call 195 SIE 20.12.2024/ DE000VM7ASK4 /
9/10/2024 2:03:17 PM |
Chg.-0.008 |
Bid4:17:36 PM |
Ask4:17:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.096EUR |
-7.69% |
0.090 Bid Size: 132,000 |
0.100 Ask Size: 132,000 |
SIEMENS AG NA O.N. |
195.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
VM7ASK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
12/21/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
145.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.24 |
Parity: |
-3.24 |
Time value: |
0.11 |
Break-even: |
196.12 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
0.97 |
Spread abs.: |
0.01 |
Spread %: |
9.80% |
Delta: |
0.11 |
Theta: |
-0.02 |
Omega: |
16.27 |
Rho: |
0.05 |
Quote data
Open: |
0.105 |
High: |
0.105 |
Low: |
0.096 |
Previous Close: |
0.104 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-43.20% |
1 Month |
|
|
-1.03% |
3 Months |
|
|
-82.86% |
YTD |
|
|
-87.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.169 |
0.101 |
1M High / 1M Low: |
0.190 |
0.080 |
6M High / 6M Low: |
1.380 |
0.080 |
High (YTD): |
3/15/2024 |
1.380 |
Low (YTD): |
8/14/2024 |
0.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.136 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.579 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
236.16% |
Volatility 6M: |
|
214.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |