BVT Put 125 SIE 20.12.2024
/ DE000VM31615
BVT Put 125 SIE 20.12.2024/ DE000VM31615 /
| 7/31/2024 8:25:31 AM |
Chg.0.000 |
Bid5:40:49 PM |
Ask5:40:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.126EUR |
0.00% |
0.117
Bid Size: 19,000 |
0.127
Ask Size: 19,000 |
SIEMENS AG NA O.N. |
125.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-122.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-4.35 |
| Time value: |
0.14 |
| Break-even: |
123.63 |
| Moneyness: |
0.74 |
| Premium: |
0.27 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
7.87% |
| Delta: |
-0.07 |
| Theta: |
-0.02 |
| Omega: |
-8.82 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.126 |
| High: |
0.126 |
| Low: |
0.126 |
| Previous Close: |
0.126 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-28.00% |
| YTD |
|
|
-69.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.112 |
| 1M High / 1M Low: |
0.130 |
0.090 |
| 6M High / 6M Low: |
0.360 |
0.090 |
| High (YTD): |
1/17/2024 |
0.480 |
| Low (YTD): |
7/15/2024 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.183 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.74% |
| Volatility 6M: |
|
121.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
