BVT Put 24 SGM 15.11.2024
/ DE000VC5ZZQ9
BVT Put 24 SGM 15.11.2024/ DE000VC5ZZQ9 /
| 2024-11-12 8:24:41 AM |
Chg.-0.020 |
Bid9:56:01 PM |
Ask9:56:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-5.41% |
0.167
Bid Size: 10,000 |
0.198
Ask Size: 10,000 |
STMICROELECTRONICS |
24.00 EUR |
2024-11-15 |
Put |
Master data
| WKN: |
VC5ZZQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-15 |
| Last trading day: |
2024-11-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-78.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.33 |
| Parity: |
-1.27 |
| Time value: |
0.32 |
| Break-even: |
23.68 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.05 |
| Spread %: |
18.52% |
| Delta: |
-0.25 |
| Theta: |
-0.11 |
| Omega: |
-19.71 |
| Rho: |
0.00 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.280 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
