BVT Put 32 SGM 20.09.2024
/ DE000VD447K3
BVT Put 32 SGM 20.09.2024/ DE000VD447K3 /
| 2024-07-26 7:46:01 PM |
Chg.+0.310 |
Bid9:57:49 PM |
Ask9:57:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
+16.49% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
32.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD447K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
1.28 |
| Time value: |
0.93 |
| Break-even: |
29.79 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.14 |
| Spread %: |
6.76% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-8.12 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.320 |
| High: |
2.320 |
| Low: |
2.190 |
| Previous Close: |
1.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+259.02% |
| 1 Month |
|
|
+177.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
0.480 |
| 1M High / 1M Low: |
2.190 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.653 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
870.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
