BVT Call 62 SHL 19.12.2025
/ DE000VD87SA4
BVT Call 62 SHL 19.12.2025/ DE000VD87SA4 /
| 14/11/2024 20:02:34 |
Chg.-0.006 |
Bid20:12:40 |
Ask20:12:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.172EUR |
-3.37% |
0.172
Bid Size: 22,000 |
0.182
Ask Size: 22,000 |
SIEMENS HEALTH.AG NA... |
62.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
VD87SA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
04/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-1.22 |
| Time value: |
0.18 |
| Break-even: |
63.83 |
| Moneyness: |
0.80 |
| Premium: |
0.28 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
5.78% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
7.36 |
| Rho: |
0.13 |
Quote data
| Open: |
0.173 |
| High: |
0.176 |
| Low: |
0.172 |
| Previous Close: |
0.178 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.20% |
| 1 Month |
|
|
-28.33% |
| 3 Months |
|
|
-28.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.178 |
| 1M High / 1M Low: |
0.250 |
0.149 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.213 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
