BVT Put 135 SIE 20.12.2024
/ DE000VM316S2
BVT Put 135 SIE 20.12.2024/ DE000VM316S2 /
| 6/28/2024 10:34:50 AM |
Chg.-0.016 |
Bid12:03:30 PM |
Ask12:03:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.202EUR |
-7.34% |
0.204
Bid Size: 118,000 |
0.214
Ask Size: 118,000 |
SIEMENS AG NA O.N. |
135.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-76.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-3.85 |
| Time value: |
0.23 |
| Break-even: |
132.72 |
| Moneyness: |
0.78 |
| Premium: |
0.24 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
4.59% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-7.98 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.202 |
| High: |
0.202 |
| Low: |
0.202 |
| Previous Close: |
0.218 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.31% |
| 1 Month |
|
|
+24.69% |
| 3 Months |
|
|
-27.86% |
| YTD |
|
|
-63.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.218 |
| 1M High / 1M Low: |
0.280 |
0.159 |
| 6M High / 6M Low: |
0.680 |
0.145 |
| High (YTD): |
1/17/2024 |
0.680 |
| Low (YTD): |
5/15/2024 |
0.145 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.239 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.94% |
| Volatility 6M: |
|
133.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
