BVT Put 125 SIE 20.12.2024/  DE000VM31615  /

Frankfurt Zert./VONT
2024-09-06  7:46:10 PM Chg.+0.032 Bid9:57:07 PM Ask9:57:07 PM Underlying Strike price Expiration date Option type
0.154EUR +26.23% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 125.00 EUR 2024-12-20 Put
 

Master data

WKN: VM3161
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 125.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-17
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -97.07
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -3.61
Time value: 0.17
Break-even: 123.34
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 1.10
Spread abs.: 0.01
Spread %: 6.41%
Delta: -0.09
Theta: -0.03
Omega: -9.00
Rho: -0.05
 

Quote data

Open: 0.126
High: 0.154
Low: 0.126
Previous Close: 0.122
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+63.83%
1 Month
  -17.65%
3 Months  
+33.91%
YTD
  -61.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.154 0.092
1M High / 1M Low: 0.190 0.092
6M High / 6M Low: 0.290 0.089
High (YTD): 2024-01-17 0.480
Low (YTD): 2024-07-12 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   0.117
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.154
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.58%
Volatility 6M:   168.28%
Volatility 1Y:   -
Volatility 3Y:   -