BVT Put 115 SIE 20.12.2024
/ DE000VM315R6
BVT Put 115 SIE 20.12.2024/ DE000VM315R6 /
| 8/1/2024 8:25:06 AM |
Chg.-0.005 |
Bid1:06:29 PM |
Ask1:06:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-5.75% |
0.084
Bid Size: 126,000 |
0.094
Ask Size: 126,000 |
SIEMENS AG NA O.N. |
115.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-184.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
-5.44 |
| Time value: |
0.09 |
| Break-even: |
114.08 |
| Moneyness: |
0.68 |
| Premium: |
0.33 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.01 |
| Spread %: |
12.20% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-8.50 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.082 |
| High: |
0.082 |
| Low: |
0.082 |
| Previous Close: |
0.087 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.38% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
-34.92% |
| YTD |
|
|
-72.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.084 |
| 1M High / 1M Low: |
0.092 |
0.067 |
| 6M High / 6M Low: |
0.260 |
0.067 |
| High (YTD): |
1/4/2024 |
0.350 |
| Low (YTD): |
7/15/2024 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.130 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.85% |
| Volatility 6M: |
|
120.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
