BVT Put 135 SIE 20.12.2024
/ DE000VM316S2
BVT Put 135 SIE 20.12.2024/ DE000VM316S2 /
| 2024-09-06 8:26:47 AM |
Chg.+0.014 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+7.95% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-61.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-2.61 |
| Time value: |
0.26 |
| Break-even: |
132.40 |
| Moneyness: |
0.84 |
| Premium: |
0.18 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-9.06 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.176 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.75% |
| 1 Month |
|
|
-55.81% |
| 3 Months |
|
|
+13.77% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.137 |
| 1M High / 1M Low: |
0.430 |
0.137 |
| 6M High / 6M Low: |
0.430 |
0.123 |
| High (YTD): |
2024-01-17 |
0.670 |
| Low (YTD): |
2024-07-15 |
0.123 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.163 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.225 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.93% |
| Volatility 6M: |
|
172.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
