BVT Put 150 SIE 21.03.2025
/ DE000VD3D4N3
BVT Put 150 SIE 21.03.2025/ DE000VD3D4N3 /
| 2024-10-11 10:11:56 AM |
Chg.-0.040 |
Bid8:00:11 PM |
Ask8:00:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-10.53% |
0.340
Bid Size: 12,000 |
0.350
Ask Size: 12,000 |
SIEMENS AG NA O.N. |
150.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD3D4N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-50.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-3.34 |
| Time value: |
0.36 |
| Break-even: |
146.40 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-7.53 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
-54.67% |
| 3 Months |
|
|
-29.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.360 |
| 1M High / 1M Low: |
0.750 |
0.350 |
| 6M High / 6M Low: |
1.260 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.385 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.55% |
| Volatility 6M: |
|
161.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
