BVT Put 175 SIE 15.11.2024
/ DE000VC27XU0
BVT Put 175 SIE 15.11.2024/ DE000VC27XU0 /
| 07/11/2024 08:14:52 |
Chg.-0.017 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.142EUR |
-10.69% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
175.00 EUR |
15/11/2024 |
Put |
Master data
| WKN: |
VC27XU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 EUR |
| Maturity: |
15/11/2024 |
| Issue date: |
03/09/2024 |
| Last trading day: |
15/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-109.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
-0.91 |
| Time value: |
0.17 |
| Break-even: |
173.32 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
12.41 |
| Spread abs.: |
0.01 |
| Spread %: |
8.39% |
| Delta: |
-0.22 |
| Theta: |
-0.23 |
| Omega: |
-24.14 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.142 |
| High: |
0.142 |
| Low: |
0.142 |
| Previous Close: |
0.159 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.43% |
| 1 Month |
|
|
-65.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.159 |
| 1M High / 1M Low: |
0.430 |
0.159 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
