BVT Call 62 SHL 20.06.2025
/ DE000VM7JB49
BVT Call 62 SHL 20.06.2025/ DE000VM7JB49 /
| 2024-11-14 8:30:37 AM |
Chg.-0.002 |
Bid2:38:35 PM |
Ask2:38:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-3.08% |
0.065
Bid Size: 220,000 |
0.075
Ask Size: 220,000 |
SIEMENS HEALTH.AG NA... |
62.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
VM7JB4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
67.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-1.22 |
| Time value: |
0.07 |
| Break-even: |
62.74 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
15.63% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
11.01 |
| Rho: |
0.04 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.065 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.24% |
| 1 Month |
|
|
-52.63% |
| 3 Months |
|
|
-52.27% |
| YTD |
|
|
-80.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.121 |
0.065 |
| 1M High / 1M Low: |
0.133 |
0.054 |
| 6M High / 6M Low: |
0.320 |
0.047 |
| High (YTD): |
2024-03-08 |
0.490 |
| Low (YTD): |
2024-09-24 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.172 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.02% |
| Volatility 6M: |
|
244.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
