BVT Put 144 SIE 20.09.2024
/ DE000VM3WG09
BVT Put 144 SIE 20.09.2024/ DE000VM3WG09 /
| 2024-08-02 5:03:33 PM |
Chg.+0.129 |
Bid6:11:17 PM |
Ask6:11:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+98.47% |
0.260
Bid Size: 21,000 |
0.280
Ask Size: 21,000 |
SIEMENS AG NA O.N. |
144.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM3WG0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
144.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-119.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-2.05 |
| Time value: |
0.14 |
| Break-even: |
142.62 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
1.54 |
| Spread abs.: |
0.01 |
| Spread %: |
7.81% |
| Delta: |
-0.13 |
| Theta: |
-0.04 |
| Omega: |
-14.94 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.159 |
| High: |
0.260 |
| Low: |
0.159 |
| Previous Close: |
0.131 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+173.68% |
| 1 Month |
|
|
+147.62% |
| 3 Months |
|
|
+38.30% |
| YTD |
|
|
-53.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.131 |
0.082 |
| 1M High / 1M Low: |
0.131 |
0.065 |
| 6M High / 6M Low: |
0.520 |
0.065 |
| High (YTD): |
2024-01-17 |
0.730 |
| Low (YTD): |
2024-07-12 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.195 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.92% |
| Volatility 6M: |
|
221.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
