BVT Call 56 SHL 19.12.2025
/ DE000VD87SC0
BVT Call 56 SHL 19.12.2025/ DE000VD87SC0 /
| 2024-11-14 8:44:22 AM |
Chg.-0.010 |
Bid5:36:02 PM |
Ask5:36:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-3.13% |
0.310
Bid Size: 33,000 |
0.330
Ask Size: 33,000 |
SIEMENS HEALTH.AG NA... |
56.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
VD87SC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-07-04 |
| Last trading day: |
2025-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-0.62 |
| Time value: |
0.33 |
| Break-even: |
59.30 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
6.32 |
| Rho: |
0.19 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.50% |
| 1 Month |
|
|
-31.11% |
| 3 Months |
|
|
-22.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.320 |
| 1M High / 1M Low: |
0.450 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.359 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
