BVT Put 180 SIE 20.12.2024
/ DE000VD0V0H4
BVT Put 180 SIE 20.12.2024/ DE000VD0V0H4 /
2024-09-06 7:53:05 PM |
Chg.+0.360 |
Bid9:57:08 PM |
Ask9:57:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.080EUR |
+20.93% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
180.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
VD0V0H |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-23 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.96 |
Intrinsic value: |
1.89 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
1.89 |
Time value: |
0.27 |
Break-even: |
158.40 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
2.37% |
Delta: |
-0.70 |
Theta: |
-0.03 |
Omega: |
-5.25 |
Rho: |
-0.38 |
Quote data
Open: |
1.790 |
High: |
2.080 |
Low: |
1.790 |
Previous Close: |
1.720 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+49.64% |
1 Month |
|
|
-7.56% |
3 Months |
|
|
+56.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.080 |
1.350 |
1M High / 1M Low: |
2.420 |
1.350 |
6M High / 6M Low: |
2.640 |
0.850 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.656 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.801 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.495 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.31% |
Volatility 6M: |
|
166.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |