BVT Call 56 ENR 21.02.2025
/ DE000VG01CJ3
BVT Call 56 ENR 21.02.2025/ DE000VG01CJ3 /
| 1/24/2025 9:12:35 AM |
Chg.+1.63 |
Bid9:28:28 PM |
Ask9:28:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.20EUR |
+35.67% |
6.78
Bid Size: 1,000 |
7.23
Ask Size: 1,000 |
SIEMENS ENERGY AG NA... |
56.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
VG01CJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS ENERGY AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/16/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.45 |
| Parity: |
2.80 |
| Time value: |
3.66 |
| Break-even: |
62.46 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.42 |
| Spread %: |
6.95% |
| Delta: |
0.64 |
| Theta: |
-0.09 |
| Omega: |
5.78 |
| Rho: |
0.02 |
Quote data
| Open: |
6.20 |
| High: |
6.20 |
| Low: |
6.20 |
| Previous Close: |
4.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+206.93% |
| 1 Month |
|
|
+156.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
+193.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.57 |
1.86 |
| 1M High / 1M Low: |
4.57 |
1.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
4.57 |
| Low (YTD): |
1/21/2025 |
1.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |