BVT Put 136 SIE 20.09.2024
/ DE000VM3WG66
BVT Put 136 SIE 20.09.2024/ DE000VM3WG66 /
| 02/08/2024 20:06:01 |
Chg.+0.078 |
Bid21:53:33 |
Ask21:53:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.152EUR |
+105.41% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
136.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
VM3WG6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
136.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-95.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
-2.18 |
| Time value: |
0.17 |
| Break-even: |
134.35 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.01 |
| Spread %: |
6.45% |
| Delta: |
-0.13 |
| Theta: |
-0.05 |
| Omega: |
-12.65 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.079 |
| High: |
0.152 |
| Low: |
0.079 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+149.18% |
| 1 Month |
|
|
+123.53% |
| 3 Months |
|
|
+29.91% |
| YTD |
|
|
-62.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.152 |
0.052 |
| 1M High / 1M Low: |
0.152 |
0.050 |
| 6M High / 6M Low: |
0.370 |
0.050 |
| High (YTD): |
17/01/2024 |
0.520 |
| Low (YTD): |
12/07/2024 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.134 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.28% |
| Volatility 6M: |
|
241.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
