BVT Put 132 SIE 20.09.2024
/ DE000VM3WGU1
BVT Put 132 SIE 20.09.2024/ DE000VM3WGU1 /
| 8/2/2024 7:51:59 PM |
Chg.+0.059 |
Bid8:27:11 PM |
Ask8:27:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.116EUR |
+103.51% |
0.113
Bid Size: 14,000 |
0.123
Ask Size: 14,000 |
SIEMENS AG NA O.N. |
132.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VM3WGU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
132.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-249.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
-3.25 |
| Time value: |
0.07 |
| Break-even: |
131.34 |
| Moneyness: |
0.80 |
| Premium: |
0.20 |
| Premium p.a.: |
2.93 |
| Spread abs.: |
0.01 |
| Spread %: |
17.86% |
| Delta: |
-0.06 |
| Theta: |
-0.03 |
| Omega: |
-14.57 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.056 |
| High: |
0.116 |
| Low: |
0.056 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+127.45% |
| 1 Month |
|
|
+84.13% |
| 3 Months |
|
|
+5.45% |
| YTD |
|
|
-67.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.043 |
| 1M High / 1M Low: |
0.063 |
0.043 |
| 6M High / 6M Low: |
0.310 |
0.043 |
| High (YTD): |
1/17/2024 |
0.440 |
| Low (YTD): |
7/31/2024 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.49% |
| Volatility 6M: |
|
173.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
