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:   -