BVT Call 200 SIE 20.06.2025
/ DE000VM7F2S1
BVT Call 200 SIE 20.06.2025/ DE000VM7F2S1 /
| 2024-10-11 9:59:05 AM |
Chg.+0.120 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+15.38% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
200.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
-1.42 |
| Time value: |
1.01 |
| Break-even: |
210.10 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
4.12% |
| Delta: |
0.43 |
| Theta: |
-0.03 |
| Omega: |
7.93 |
| Rho: |
0.48 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+157.14% |
| 3 Months |
|
|
+5.88% |
| YTD |
|
|
-2.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.740 |
| 1M High / 1M Low: |
0.900 |
0.310 |
| 6M High / 6M Low: |
1.550 |
0.240 |
| High (YTD): |
2024-03-18 |
1.660 |
| Low (YTD): |
2024-08-05 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.825 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.727 |
| Avg. volume 6M: |
|
3.783 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.69% |
| Volatility 6M: |
|
183.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
