BVT Call 220 SIE 20.12.2024
/ DE000VD08UH1
BVT Call 220 SIE 20.12.2024/ DE000VD08UH1 /
| 10/07/2024 08:53:33 |
Chg.-0.024 |
Bid09:39:57 |
Ask09:39:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.113EUR |
-17.52% |
0.109
Bid Size: 118,000 |
0.119
Ask Size: 118,000 |
SIEMENS AG NA O.N. |
220.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
VD08UH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
144.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-4.67 |
| Time value: |
0.12 |
| Break-even: |
221.20 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.10 |
| Theta: |
-0.02 |
| Omega: |
14.03 |
| Rho: |
0.07 |
Quote data
| Open: |
0.113 |
| High: |
0.113 |
| Low: |
0.113 |
| Previous Close: |
0.137 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.42% |
| 1 Month |
|
|
-26.14% |
| 3 Months |
|
|
-63.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.176 |
0.137 |
| 1M High / 1M Low: |
0.197 |
0.108 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
