BVT Put 22 SGM 19.12.2025
/ DE000VC0UME5
BVT Put 22 SGM 19.12.2025/ DE000VC0UME5 /
| 12/11/2024 08:56:56 |
Chg.-0.01 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
-0.39% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
22.00 EUR |
19/12/2025 |
Put |
Master data
| WKN: |
VC0UME |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
26/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
-3.27 |
| Time value: |
2.56 |
| Break-even: |
19.44 |
| Moneyness: |
0.87 |
| Premium: |
0.23 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.08 |
| Spread %: |
3.23% |
| Delta: |
-0.27 |
| Theta: |
0.00 |
| Omega: |
-2.70 |
| Rho: |
-0.10 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.54 |
| Previous Close: |
2.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.71% |
| 1 Month |
|
|
-3.05% |
| 3 Months |
|
|
+20.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
2.55 |
| 1M High / 1M Low: |
2.91 |
2.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
