BVT Call 220 SIE 19.12.2025
/ DE000VD0LNA9
BVT Call 220 SIE 19.12.2025/ DE000VD0LNA9 /
| 11/10/2024 19:43:15 |
Chg.+0.090 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+10.98% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
220.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
VD0LNA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
-3.42 |
| Time value: |
0.98 |
| Break-even: |
229.80 |
| Moneyness: |
0.84 |
| Premium: |
0.24 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
5.38% |
| Delta: |
0.35 |
| Theta: |
-0.03 |
| Omega: |
6.65 |
| Rho: |
0.66 |
Quote data
| Open: |
0.840 |
| High: |
0.910 |
| Low: |
0.840 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.98% |
| 1 Month |
|
|
+139.47% |
| 3 Months |
|
|
-2.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.740 |
| 1M High / 1M Low: |
0.910 |
0.340 |
| 6M High / 6M Low: |
1.340 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.693 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.93% |
| Volatility 6M: |
|
159.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
