BVT Put 24 SGM 20.12.2024
/ DE000VC0XL54
BVT Put 24 SGM 20.12.2024/ DE000VC0XL54 /
| 2024-09-06 8:59:56 AM |
Chg.+0.07 |
Bid4:13:29 PM |
Ask4:13:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
+5.56% |
1.44
Bid Size: 40,000 |
1.46
Ask Size: 40,000 |
STMICROELECTRONICS |
24.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VC0XL5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-29 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
-2.63 |
| Time value: |
1.38 |
| Break-even: |
22.62 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.05 |
| Spread %: |
3.76% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-5.46 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.57% |
| 1 Month |
|
|
-10.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
0.83 |
| 1M High / 1M Low: |
1.56 |
0.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
