BVT Call 48 SHL 20.06.2025
/ DE000VD5RU47
BVT Call 48 SHL 20.06.2025/ DE000VD5RU47 /
| 14/11/2024 08:38:58 |
Chg.-0.050 |
Bid16:36:38 |
Ask16:36:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-9.26% |
0.520
Bid Size: 163,000 |
0.530
Ask Size: 163,000 |
SIEMENS HEALTH.AG NA... |
48.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
VD5RU4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
08/05/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.18 |
| Time value: |
0.35 |
| Break-even: |
53.30 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
6.10 |
| Rho: |
0.16 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.62% |
| 1 Month |
|
|
-35.53% |
| 3 Months |
|
|
-27.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.540 |
| 1M High / 1M Low: |
0.760 |
0.410 |
| 6M High / 6M Low: |
1.120 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.792 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.24% |
| Volatility 6M: |
|
144.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
