BVT Put 140 SIE 20.09.2024
/ DE000VM251A9
BVT Put 140 SIE 20.09.2024/ DE000VM251A9 /
| 7/8/2024 4:41:05 PM |
Chg.-0.003 |
Bid5:31:25 PM |
Ask5:31:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-3.95% |
0.071
Bid Size: 900 |
0.101
Ask Size: 900 |
SIEMENS AG NA O.N. |
140.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VM251A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/3/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-205.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
-3.71 |
| Time value: |
0.09 |
| Break-even: |
139.14 |
| Moneyness: |
0.79 |
| Premium: |
0.21 |
| Premium p.a.: |
1.61 |
| Spread abs.: |
0.01 |
| Spread %: |
13.16% |
| Delta: |
-0.06 |
| Theta: |
-0.02 |
| Omega: |
-12.89 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.072 |
| High: |
0.073 |
| Low: |
0.072 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.88% |
| 1 Month |
|
|
-21.51% |
| 3 Months |
|
|
-60.75% |
| YTD |
|
|
-84.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.087 |
0.076 |
| 1M High / 1M Low: |
0.183 |
0.076 |
| 6M High / 6M Low: |
0.610 |
0.070 |
| High (YTD): |
1/17/2024 |
0.610 |
| Low (YTD): |
5/15/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.46% |
| Volatility 6M: |
|
182.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
