BVT Call 240 SIE 20.06.2025
/ DE000VD2D6W0
BVT Call 240 SIE 20.06.2025/ DE000VD2D6W0 /
| 2024-08-02 7:56:39 PM |
Chg.-0.025 |
Bid9:37:20 AM |
Ask9:37:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-25.51% |
0.039
Bid Size: 14,000 |
0.089
Ask Size: 0 |
SIEMENS AG NA O.N. |
240.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
VD2D6W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
194.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-8.22 |
| Time value: |
0.08 |
| Break-even: |
240.81 |
| Moneyness: |
0.66 |
| Premium: |
0.53 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
0.06 |
| Theta: |
-0.01 |
| Omega: |
11.13 |
| Rho: |
0.07 |
Quote data
| Open: |
0.063 |
| High: |
0.077 |
| Low: |
0.063 |
| Previous Close: |
0.098 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.17% |
| 1 Month |
|
|
-67.26% |
| 3 Months |
|
|
-80.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.122 |
0.073 |
| 1M High / 1M Low: |
0.270 |
0.073 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
