BVT Call 50 ENR 21.02.2025
/ DE000VG01CH7
BVT Call 50 ENR 21.02.2025/ DE000VG01CH7 /
| 1/24/2025 9:12:35 AM |
Chg.+2.16 |
Bid9:13:47 PM |
Ask9:13:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.35EUR |
+26.37% |
11.09
Bid Size: 1,000 |
11.66
Ask Size: 1,000 |
SIEMENS ENERGY AG NA... |
50.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
VG01CH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS ENERGY AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/16/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.20 |
| Intrinsic value: |
8.80 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.45 |
| Parity: |
8.80 |
| Time value: |
2.09 |
| Break-even: |
60.89 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.55 |
| Spread %: |
5.32% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
4.24 |
| Rho: |
0.03 |
Quote data
| Open: |
10.35 |
| High: |
10.35 |
| Low: |
10.35 |
| Previous Close: |
8.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+150.00% |
| 1 Month |
|
|
+122.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
+148.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.19 |
4.00 |
| 1M High / 1M Low: |
8.19 |
3.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
8.19 |
| Low (YTD): |
1/13/2025 |
3.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |