BVT Call 210 SIE 20.06.2025
/ DE000VD0LM71
BVT Call 210 SIE 20.06.2025/ DE000VD0LM71 /
| 2024-09-10 8:21:41 AM |
Chg.-0.002 |
Bid12:46:33 PM |
Ask12:46:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.219EUR |
-0.90% |
0.222
Bid Size: 132,000 |
0.232
Ask Size: 132,000 |
SIEMENS AG NA O.N. |
210.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
VD0LM7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
70.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
-4.74 |
| Time value: |
0.23 |
| Break-even: |
212.31 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
4.52% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
10.51 |
| Rho: |
0.17 |
Quote data
| Open: |
0.219 |
| High: |
0.219 |
| Low: |
0.219 |
| Previous Close: |
0.221 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.56% |
| 1 Month |
|
|
+2.82% |
| 3 Months |
|
|
-63.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.221 |
| 1M High / 1M Low: |
0.320 |
0.180 |
| 6M High / 6M Low: |
1.320 |
0.159 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.635 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.69% |
| Volatility 6M: |
|
171.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
