BVT Put 115 SIE 20.12.2024
/ DE000VM315R6
BVT Put 115 SIE 20.12.2024/ DE000VM315R6 /
| 16/07/2024 08:26:05 |
Chg.+0.002 |
Bid17:58:03 |
Ask17:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
+2.99% |
0.070
Bid Size: 17,000 |
0.080
Ask Size: 17,000 |
SIEMENS AG NA O.N. |
115.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
VM315R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-228.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
-6.59 |
| Time value: |
0.08 |
| Break-even: |
114.21 |
| Moneyness: |
0.64 |
| Premium: |
0.37 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.01 |
| Spread %: |
14.49% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-8.09 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.069 |
| High: |
0.069 |
| Low: |
0.069 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.75% |
| 1 Month |
|
|
-27.37% |
| 3 Months |
|
|
-57.14% |
| YTD |
|
|
-77.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.067 |
| 1M High / 1M Low: |
0.120 |
0.067 |
| 6M High / 6M Low: |
0.340 |
0.067 |
| High (YTD): |
04/01/2024 |
0.350 |
| Low (YTD): |
15/07/2024 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.148 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.82% |
| Volatility 6M: |
|
117.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
