BVT Call 51 SHL 17.01.2025
/ DE000VG058T6
BVT Call 51 SHL 17.01.2025/ DE000VG058T6 /
| 1/9/2025 4:42:38 PM |
Chg.-0.038 |
Bid5:01:52 PM |
Ask5:01:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.088EUR |
-30.16% |
0.092
Bid Size: 151,000 |
0.102
Ask Size: 151,000 |
SIEMENS HEALTH.AG NA... |
51.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
VG058T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
12/17/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
0.06 |
| Time value: |
0.10 |
| Break-even: |
52.60 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.03 |
| Spread %: |
21.21% |
| Delta: |
0.59 |
| Theta: |
-0.08 |
| Omega: |
19.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.122 |
| High: |
0.122 |
| Low: |
0.088 |
| Previous Close: |
0.126 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.14% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-29.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.168 |
0.114 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.168 |
| Low (YTD): |
1/3/2025 |
0.114 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |