BVT Call 195 SIE 20.12.2024
/ DE000VM7ASK4
BVT Call 195 SIE 20.12.2024/ DE000VM7ASK4 /
| 2024-09-09 8:03:45 PM |
Chg.+0.003 |
Bid9:46:42 AM |
Ask9:46:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.104EUR |
+2.97% |
0.103
Bid Size: 130,000 |
0.113
Ask Size: 130,000 |
SIEMENS AG NA O.N. |
195.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-20 |
| 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: |
0.111 |
| High: |
0.111 |
| Low: |
0.104 |
| Previous Close: |
0.101 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.46% |
| 1 Month |
|
|
+7.22% |
| 3 Months |
|
|
-81.43% |
| YTD |
|
|
-86.32% |
| 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): |
2024-03-15 |
1.380 |
| Low (YTD): |
2024-08-14 |
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: |
|
- |
