BVT Call 52 SHL 17.01.2025
/ DE000VG1UDF5
BVT Call 52 SHL 17.01.2025/ DE000VG1UDF5 /
| 1/9/2025 8:32:32 AM |
Chg.-0.023 |
Bid4:50:02 PM |
Ask4:50:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-25.56% |
0.040
Bid Size: 200,000 |
0.050
Ask Size: 200,000 |
SIEMENS HEALTH.AG NA... |
52.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
VG1UDF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
59.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-0.04 |
| Time value: |
0.09 |
| Break-even: |
52.87 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
2.03 |
| Spread abs.: |
0.02 |
| Spread %: |
29.85% |
| Delta: |
0.45 |
| Theta: |
-0.07 |
| Omega: |
26.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+59.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.060 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.090 |
| Low (YTD): |
1/2/2025 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| 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: |
|
- |