BVT Call 195 SIE 20.12.2024
/ DE000VM7ASK4
BVT Call 195 SIE 20.12.2024/ DE000VM7ASK4 /
| 02/08/2024 08:42:50 |
Chg.-0.107 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.193EUR |
-35.67% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
195.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
95.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-3.72 |
| Time value: |
0.17 |
| Break-even: |
196.66 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
8.50% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
12.78 |
| Rho: |
0.07 |
Quote data
| Open: |
0.193 |
| High: |
0.193 |
| Low: |
0.193 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.52% |
| 1 Month |
|
|
-66.14% |
| 3 Months |
|
|
-74.27% |
| YTD |
|
|
-73.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.193 |
| 1M High / 1M Low: |
0.710 |
0.193 |
| 6M High / 6M Low: |
1.370 |
0.193 |
| High (YTD): |
18/03/2024 |
1.370 |
| Low (YTD): |
02/08/2024 |
0.193 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.287 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.462 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.725 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.95% |
| Volatility 6M: |
|
185.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
