BVT Call 200 SIE 20.06.2025
/ DE000VM7F2S1
BVT Call 200 SIE 20.06.2025/ DE000VM7F2S1 /
| 7/16/2024 8:04:19 PM |
Chg.+0.050 |
Bid9:55:20 PM |
Ask9:55:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+5.62% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
200.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
VM7F2S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
12/28/2023 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.23 |
| Parity: |
-1.91 |
| Time value: |
0.95 |
| Break-even: |
209.50 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
5.56% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
7.76 |
| Rho: |
0.60 |
Quote data
| Open: |
0.940 |
| High: |
0.960 |
| Low: |
0.940 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.99% |
| 1 Month |
|
|
+46.88% |
| 3 Months |
|
|
-8.74% |
| YTD |
|
|
+1.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.790 |
| 1M High / 1M Low: |
1.010 |
0.630 |
| 6M High / 6M Low: |
1.650 |
0.570 |
| High (YTD): |
3/15/2024 |
1.650 |
| Low (YTD): |
6/14/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.767 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.998 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.18% |
| Volatility 6M: |
|
135.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
