BVT Put 135 SIE 20.12.2024
/ DE000VM316S2
BVT Put 135 SIE 20.12.2024/ DE000VM316S2 /
| 2024-07-31 2:00:40 PM |
Chg.-0.013 |
Bid4:30:25 PM |
Ask4:30:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.182EUR |
-6.67% |
0.178
Bid Size: 124,000 |
0.188
Ask Size: 124,000 |
SIEMENS AG NA O.N. |
135.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VM316S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-82.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-3.35 |
| Time value: |
0.20 |
| Break-even: |
132.96 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
5.15% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-9.03 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.182 |
| High: |
0.182 |
| Low: |
0.182 |
| Previous Close: |
0.195 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.82% |
| 1 Month |
|
|
-9.45% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-67.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.197 |
0.177 |
| 1M High / 1M Low: |
0.197 |
0.122 |
| 6M High / 6M Low: |
0.510 |
0.122 |
| High (YTD): |
2024-01-17 |
0.680 |
| Low (YTD): |
2024-07-12 |
0.122 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.189 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.15% |
| Volatility 6M: |
|
143.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
