BVT Call 200 SIE 20.12.2024
/ DE000VM7F2R3
BVT Call 200 SIE 20.12.2024/ DE000VM7F2R3 /
| 10/07/2024 08:27:46 |
Chg.-0.090 |
Bid11:08:02 |
Ask11:08:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-20.45% |
0.350
Bid Size: 118,000 |
0.360
Ask Size: 118,000 |
SIEMENS AG NA O.N. |
200.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
46.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-2.67 |
| Time value: |
0.37 |
| Break-even: |
203.70 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.03 |
| Spread %: |
8.82% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
11.29 |
| Rho: |
0.17 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.63% |
| 1 Month |
|
|
-14.63% |
| 3 Months |
|
|
-46.15% |
| YTD |
|
|
-44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.410 |
| 1M High / 1M Low: |
0.510 |
0.290 |
| 6M High / 6M Low: |
1.170 |
0.290 |
| High (YTD): |
18/03/2024 |
1.170 |
| Low (YTD): |
17/06/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.605 |
| Avg. volume 6M: |
|
181.102 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.53% |
| Volatility 6M: |
|
169.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
