BVT Put 120 SIE 20.06.2025
/ DE000VM73179
BVT Put 120 SIE 20.06.2025/ DE000VM73179 /
| 17/07/2024 10:21:25 |
Chg.0.000 |
Bid13:22:17 |
Ask13:22:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
0.00% |
0.106
Bid Size: 87,000 |
0.116
Ask Size: 87,000 |
SIEMENS AG NA O.N. |
120.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-171.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-6.16 |
| Time value: |
0.11 |
| Break-even: |
118.94 |
| Moneyness: |
0.66 |
| Premium: |
0.34 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
10.42% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-7.61 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.096 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-37.66% |
| 3 Months |
|
|
-54.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.112 |
0.090 |
| 1M High / 1M Low: |
0.154 |
0.090 |
| 6M High / 6M Low: |
0.320 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.177 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.17% |
| Volatility 6M: |
|
102.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
