BVT Call 210 SIE 21.02.2025
/ DE000VC92295
BVT Call 210 SIE 21.02.2025/ DE000VC92295 /
| 1/23/2025 4:45:30 PM |
Chg.+0.070 |
Bid6:24:08 PM |
Ask6:24:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+12.28% |
0.680
Bid Size: 16,000 |
0.720
Ask Size: 16,000 |
SIEMENS AG NA O.N. |
210.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
VC9229 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/4/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.29 |
| Time value: |
0.61 |
| Break-even: |
216.10 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.04 |
| Spread %: |
7.02% |
| Delta: |
0.46 |
| Theta: |
-0.13 |
| Omega: |
15.79 |
| Rho: |
0.07 |
Quote data
| Open: |
0.590 |
| High: |
0.650 |
| Low: |
0.590 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+173.50% |
| 1 Month |
|
|
+226.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
+267.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.234 |
| 1M High / 1M Low: |
0.570 |
0.143 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.570 |
| Low (YTD): |
1/3/2025 |
0.143 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.409 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |