BVT Put 134 SIE 20.09.2024
/ DE000VM3WGW7
BVT Put 134 SIE 20.09.2024/ DE000VM3WGW7 /
| 2024-08-02 8:02:51 PM |
Chg.+0.067 |
Bid9:58:20 PM |
Ask9:58:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.132EUR |
+103.08% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
134.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM3WGW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
134.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-108.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
-2.38 |
| Time value: |
0.15 |
| Break-even: |
132.55 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
2.09 |
| Spread abs.: |
0.01 |
| Spread %: |
7.41% |
| Delta: |
-0.12 |
| Theta: |
-0.05 |
| Omega: |
-12.70 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.067 |
| High: |
0.132 |
| Low: |
0.067 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+135.71% |
| 1 Month |
|
|
+106.25% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
-66.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.132 |
0.047 |
| 1M High / 1M Low: |
0.132 |
0.047 |
| 6M High / 6M Low: |
0.340 |
0.047 |
| High (YTD): |
2024-01-17 |
0.480 |
| Low (YTD): |
2024-07-31 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
400.32% |
| Volatility 6M: |
|
232.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
