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: |
|
- |