BVT Call 54 SHL 17.01.2025
/ DE000VG058S8
BVT Call 54 SHL 17.01.2025/ DE000VG058S8 /
| 1/9/2025 8:22:15 AM |
Chg.-0.009 |
Bid4:24:42 PM |
Ask4:24:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-42.86% |
0.004
Bid Size: 200,000 |
0.020
Ask Size: 200,000 |
SIEMENS HEALTH.AG NA... |
54.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
VG058S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
12/17/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
234.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-0.24 |
| Time value: |
0.02 |
| Break-even: |
54.22 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
8.58 |
| Spread abs.: |
0.01 |
| Spread %: |
83.33% |
| Delta: |
0.17 |
| Theta: |
-0.04 |
| Omega: |
40.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.021 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.022 |
0.012 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.022 |
| Low (YTD): |
1/6/2025 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.017 |
| 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: |
|
- |