BVT Call 220 SIE 20.06.2025
/ DE000VD0VZ90
BVT Call 220 SIE 20.06.2025/ DE000VD0VZ90 /
| 2024-08-05 8:33:06 AM |
Chg.-0.085 |
Bid8:40:50 AM |
Ask8:40:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.105EUR |
-44.74% |
0.103
Bid Size: 2,800 |
0.154
Ask Size: 2,800 |
SIEMENS AG NA O.N. |
220.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
VD0VZ9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-23 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
95.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-6.22 |
| Time value: |
0.17 |
| Break-even: |
221.66 |
| Moneyness: |
0.72 |
| Premium: |
0.40 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
6.41% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
10.23 |
| Rho: |
0.13 |
Quote data
| Open: |
0.105 |
| High: |
0.105 |
| Low: |
0.105 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.79% |
| 1 Month |
|
|
-77.66% |
| 3 Months |
|
|
-83.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.190 |
| 1M High / 1M Low: |
0.510 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
