BVT Put 120 SIE 20.06.2025
/ DE000VM73179
BVT Put 120 SIE 20.06.2025/ DE000VM73179 /
| 2024-08-15 7:50:20 PM |
Chg.-0.018 |
Bid8:00:03 PM |
Ask2024-08-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-11.39% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
120.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
VM7317 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-94.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-3.93 |
| Time value: |
0.17 |
| Break-even: |
118.32 |
| Moneyness: |
0.75 |
| Premium: |
0.26 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-7.90 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.140 |
| Previous Close: |
0.158 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.73% |
| 1 Month |
|
|
+45.83% |
| 3 Months |
|
|
+34.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.196 |
0.158 |
| 1M High / 1M Low: |
0.240 |
0.096 |
| 6M High / 6M Low: |
0.240 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.85% |
| Volatility 6M: |
|
125.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
