BVT Call 66 SHL 20.06.2025
/ DE000VD5N4U4
BVT Call 66 SHL 20.06.2025/ DE000VD5N4U4 /
| 11/14/2024 8:14:50 AM |
Chg.-0.006 |
Bid3:48:35 PM |
Ask3:48:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
-15.79% |
0.033
Bid Size: 220,000 |
0.043
Ask Size: 220,000 |
SIEMENS HEALTH.AG NA... |
66.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
VD5N4U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
5/7/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
115.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-1.62 |
| Time value: |
0.04 |
| Break-even: |
66.43 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
30.30% |
| Delta: |
0.10 |
| Theta: |
0.00 |
| Omega: |
11.83 |
| Rho: |
0.03 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.032 |
| Previous Close: |
0.038 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.82% |
| 1 Month |
|
|
-57.33% |
| 3 Months |
|
|
-58.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.063 |
0.038 |
| 1M High / 1M Low: |
0.075 |
0.025 |
| 6M High / 6M Low: |
0.213 |
0.022 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
309.84% |
| Volatility 6M: |
|
276.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
