BVT Put 155 SIE 21.03.2025
/ DE000VD3D4M5
BVT Put 155 SIE 21.03.2025/ DE000VD3D4M5 /
| 11/15/2024 4:55:13 PM |
Chg.-0.018 |
Bid6:26:39 PM |
Ask6:26:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.206EUR |
-8.04% |
0.217
Bid Size: 18,000 |
0.227
Ask Size: 18,000 |
SIEMENS AG NA O.N. |
155.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/5/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-81.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-3.32 |
| Time value: |
0.23 |
| Break-even: |
152.69 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
4.52% |
| Delta: |
-0.12 |
| Theta: |
-0.03 |
| Omega: |
-9.82 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.206 |
| Previous Close: |
0.224 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.33% |
| 1 Month |
|
|
-55.22% |
| 3 Months |
|
|
-75.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.224 |
| 1M High / 1M Low: |
0.490 |
0.224 |
| 6M High / 6M Low: |
1.330 |
0.224 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.301 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.661 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.49% |
| Volatility 6M: |
|
183.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
