BVT Call 240 SIE 21.03.2025
/ DE000VG3N591
BVT Call 240 SIE 21.03.2025/ DE000VG3N591 /
| 2025-03-14 8:57:41 AM |
Chg.-0.018 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.194EUR |
-8.49% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
240.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
VG3N59 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2025-01-20 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
98.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
-0.83 |
| Time value: |
0.24 |
| Break-even: |
242.36 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
14.23 |
| Spread abs.: |
0.03 |
| Spread %: |
14.56% |
| Delta: |
0.29 |
| Theta: |
-0.39 |
| Omega: |
28.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.194 |
| High: |
0.194 |
| Low: |
0.194 |
| Previous Close: |
0.212 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.61% |
| 1 Month |
|
|
-11.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.194 |
| 1M High / 1M Low: |
0.680 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.313 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,449.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
