BVT Call 54 ENR 21.02.2025
/ DE000VG01CK1
BVT Call 54 ENR 21.02.2025/ DE000VG01CK1 /
| 1/24/2025 9:12:35 AM |
Chg.+1.83 |
Bid9:13:47 PM |
Ask9:13:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.43EUR |
+32.68% |
8.07
Bid Size: 1,000 |
8.56
Ask Size: 1,000 |
SIEMENS ENERGY AG NA... |
54.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
VG01CK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS ENERGY AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/16/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.91 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.45 |
| Parity: |
4.80 |
| Time value: |
3.10 |
| Break-even: |
61.90 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.47 |
| Spread %: |
6.33% |
| Delta: |
0.69 |
| Theta: |
-0.09 |
| Omega: |
5.14 |
| Rho: |
0.03 |
Quote data
| Open: |
7.43 |
| High: |
7.43 |
| Low: |
7.43 |
| Previous Close: |
5.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+189.11% |
| 1 Month |
|
|
+150.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
+180.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.60 |
2.41 |
| 1M High / 1M Low: |
5.60 |
2.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
5.60 |
| Low (YTD): |
1/21/2025 |
2.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.11 |
| Avg. volume 1M: |
|
13.33 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
362.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |