BVT Call 195 SIE 20.12.2024
/ DE000VM7ASK4
BVT Call 195 SIE 20.12.2024/ DE000VM7ASK4 /
| 2024-10-11 10:14:15 AM |
Chg.+0.100 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+27.03% |
-
Bid Size: - |
-
Ask Size: - |
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: |
32.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.92 |
| Time value: |
0.58 |
| Break-even: |
200.80 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
0.39 |
| Theta: |
-0.07 |
| Omega: |
12.46 |
| Rho: |
0.13 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.68% |
| 1 Month |
|
|
+319.64% |
| 3 Months |
|
|
-20.34% |
| YTD |
|
|
-36.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.340 |
| 1M High / 1M Low: |
0.480 |
0.084 |
| 6M High / 6M Low: |
1.260 |
0.084 |
| High (YTD): |
2024-03-18 |
1.370 |
| Low (YTD): |
2024-09-17 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.415 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.458 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
447.92% |
| Volatility 6M: |
|
291.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
