BVT Put 33 SGM 20.09.2024
/ DE000VD76JS8
BVT Put 33 SGM 20.09.2024/ DE000VD76JS8 /
| 03/09/2024 20:01:02 |
Chg.+1.510 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.870EUR |
+34.63% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
33.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
VD76JS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
33.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
18/06/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.33 |
| Intrinsic value: |
4.33 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.32 |
| Parity: |
4.33 |
| Time value: |
0.25 |
| Break-even: |
28.42 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.23 |
| Spread %: |
5.29% |
| Delta: |
-0.84 |
| Theta: |
-0.02 |
| Omega: |
-5.25 |
| Rho: |
-0.01 |
Quote data
| Open: |
4.370 |
| High: |
5.870 |
| Low: |
4.370 |
| Previous Close: |
4.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.53% |
| 1 Month |
|
|
+7.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.330 |
4.360 |
| 1M High / 1M Low: |
6.820 |
4.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
