BVT Call 250 SIE 19.12.2025
/ DE000VD2D696
BVT Call 250 SIE 19.12.2025/ DE000VD2D696 /
| 09/07/2024 13:52:14 |
Chg.-0.030 |
Bid15:58:05 |
Ask15:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-8.11% |
0.330
Bid Size: 118,000 |
0.340
Ask Size: 118,000 |
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: |
45.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
-7.28 |
| Time value: |
0.39 |
| Break-even: |
253.90 |
| Moneyness: |
0.71 |
| Premium: |
0.43 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
7.80 |
| Rho: |
0.38 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.340 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
-12.82% |
| 3 Months |
|
|
-37.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.370 |
| 1M High / 1M Low: |
0.430 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
