BVT Put 33 SGM 20.09.2024
/ DE000VD76JS8
BVT Put 33 SGM 20.09.2024/ DE000VD76JS8 /
| 2024-07-26 8:00:32 PM |
Chg.+0.360 |
Bid8:10:59 AM |
Ask8:10:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.840EUR |
+14.52% |
2.650
Bid Size: 1,200 |
2.810
Ask Size: 1,200 |
STMICROELECTRONICS |
33.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD76JS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
33.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
2.28 |
| Time value: |
0.58 |
| Break-even: |
30.14 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.16 |
| Spread %: |
5.93% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-7.28 |
| Rho: |
-0.04 |
Quote data
| Open: |
3.000 |
| High: |
3.000 |
| Low: |
2.840 |
| Previous Close: |
2.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+350.79% |
| 1 Month |
|
|
+173.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.840 |
0.630 |
| 1M High / 1M Low: |
2.840 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.855 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
804.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
