BVT Put 155 SIE 21.03.2025
/ DE000VD3D4M5
BVT Put 155 SIE 21.03.2025/ DE000VD3D4M5 /
| 2024-09-09 10:25:55 AM |
Chg.-0.090 |
Bid11:33:36 AM |
Ask11:33:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-8.91% |
0.900
Bid Size: 130,000 |
0.910
Ask Size: 130,000 |
SIEMENS AG NA O.N. |
155.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD3D4M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.61 |
| Time value: |
1.05 |
| Break-even: |
144.50 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.94% |
| Delta: |
-0.36 |
| Theta: |
-0.03 |
| Omega: |
-5.50 |
| Rho: |
-0.36 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.54% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
+37.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.650 |
| 1M High / 1M Low: |
1.150 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.831 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
