BVT Put 125 SIE 20.12.2024
/ DE000VM31615
BVT Put 125 SIE 20.12.2024/ DE000VM31615 /
| 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: |
|
- |
