BVT Call 220 SIE 20.09.2024
/ DE000VD2D6P4
BVT Call 220 SIE 20.09.2024/ DE000VD2D6P4 /
| 7/10/2024 4:56:27 PM |
Chg.+0.001 |
Bid6:41:36 PM |
Ask6:41:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
+11.11% |
0.011
Bid Size: 18,000 |
0.021
Ask Size: 18,000 |
SIEMENS AG NA O.N. |
220.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VD2D6P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
866.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-4.67 |
| Time value: |
0.02 |
| Break-even: |
220.20 |
| Moneyness: |
0.79 |
| Premium: |
0.27 |
| Premium p.a.: |
2.37 |
| Spread abs.: |
0.01 |
| Spread %: |
122.22% |
| Delta: |
0.03 |
| Theta: |
-0.01 |
| Omega: |
23.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.008 |
| High: |
0.010 |
| Low: |
0.008 |
| Previous Close: |
0.009 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.37% |
| 1 Month |
|
|
-71.43% |
| 3 Months |
|
|
-91.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.009 |
| 1M High / 1M Low: |
0.046 |
0.009 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
