BVT Call 250 SIE 19.12.2025
/ DE000VD2D696
BVT Call 250 SIE 19.12.2025/ DE000VD2D696 /
| 02/08/2024 19:52:43 |
Chg.-0.041 |
Bid21:58:02 |
Ask21:58:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.148EUR |
-21.69% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
250.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
VD2D69 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
19/03/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
76.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
-8.55 |
| Time value: |
0.22 |
| Break-even: |
252.16 |
| Moneyness: |
0.66 |
| Premium: |
0.53 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
16.13% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
8.48 |
| Rho: |
0.22 |
Quote data
| Open: |
0.145 |
| High: |
0.154 |
| Low: |
0.138 |
| Previous Close: |
0.189 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.80% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-70.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.189 |
| 1M High / 1M Low: |
0.450 |
0.189 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.223 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
