BVT Call 210 SIE 20.12.2024
/ DE000VD0V0F8
BVT Call 210 SIE 20.12.2024/ DE000VD0V0F8 /
| 10/11/2024 10:15:17 AM |
Chg.+0.038 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.157EUR |
+31.93% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
210.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
VD0V0F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/23/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
90.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-2.42 |
| Time value: |
0.21 |
| Break-even: |
212.06 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.01 |
| Spread %: |
6.19% |
| Delta: |
0.18 |
| Theta: |
-0.05 |
| Omega: |
16.29 |
| Rho: |
0.06 |
Quote data
| Open: |
0.157 |
| High: |
0.157 |
| Low: |
0.157 |
| Previous Close: |
0.119 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.62% |
| 1 Month |
|
|
+375.76% |
| 3 Months |
|
|
-41.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.168 |
0.109 |
| 1M High / 1M Low: |
0.168 |
0.024 |
| 6M High / 6M Low: |
0.710 |
0.018 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.218 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
638.92% |
| Volatility 6M: |
|
430.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
