BVT Put 30 SGM 20.12.2024
/ DE000VD447A4
BVT Put 30 SGM 20.12.2024/ DE000VD447A4 /
| 2024-07-26 7:51:14 PM |
Chg.+0.290 |
Bid9:57:15 PM |
Ask9:57:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.320EUR |
+14.29% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
30.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VD447A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-0.72 |
| Time value: |
2.32 |
| Break-even: |
27.68 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.09 |
| Spread %: |
4.04% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-5.17 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.360 |
| High: |
2.360 |
| Low: |
2.310 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+146.81% |
| 1 Month |
|
|
+109.01% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.320 |
0.790 |
| 1M High / 1M Low: |
2.320 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.944 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
452.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
