BVT Call 200 SIE 20.12.2024
/ DE000VM7F2R3
BVT Call 200 SIE 20.12.2024/ DE000VM7F2R3 /
| 2024-09-10 8:29:29 AM |
Chg.-0.005 |
Bid10:05:43 AM |
Ask10:05:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-6.94% |
0.069
Bid Size: 130,000 |
0.079
Ask Size: 130,000 |
SIEMENS AG NA O.N. |
200.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VM7F2R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
208.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-3.74 |
| Time value: |
0.08 |
| Break-even: |
200.78 |
| Moneyness: |
0.81 |
| Premium: |
0.23 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.01 |
| Spread %: |
14.71% |
| Delta: |
0.08 |
| Theta: |
-0.02 |
| Omega: |
17.12 |
| Rho: |
0.03 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.072 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.83% |
| 1 Month |
|
|
-23.86% |
| 3 Months |
|
|
-83.66% |
| YTD |
|
|
-89.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.126 |
0.072 |
| 1M High / 1M Low: |
0.126 |
0.056 |
| 6M High / 6M Low: |
1.170 |
0.054 |
| High (YTD): |
2024-03-18 |
1.170 |
| Low (YTD): |
2024-08-05 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.467 |
| Avg. volume 6M: |
|
179.688 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.05% |
| Volatility 6M: |
|
265.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
