BVT Call 240 SIE 21.03.2025/  DE000VG5XSJ0  /

2025-03-14  7:45:50 PM Chg.+0.035 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.260EUR +15.56% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 240.00 EUR 2025-03-21 Call
 

Master data

WKN: VG5XSJ
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: 2025-02-14
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 89.13
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.28
Parity: -0.83
Time value: 0.26
Break-even: 242.60
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 15.17
Spread abs.: 0.03
Spread %: 13.04%
Delta: 0.30
Theta: -0.42
Omega: 26.52
Rho: 0.01
 

Quote data

Open: 0.198
High: 0.270
Low: 0.198
Previous Close: 0.225
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -63.89%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.225
1M High / 1M Low: 0.820 0.079
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.307
Avg. volume 1W:   0.000
Avg. price 1M:   0.266
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,717.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -