BVT Put 33 SGM 20.09.2024
/ DE000VD76JS8
BVT Put 33 SGM 20.09.2024/ DE000VD76JS8 /
| 9/5/2024 8:24:23 AM |
Chg.-0.21 |
Bid3:19:19 PM |
Ask3:19:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.07EUR |
-3.34% |
6.43
Bid Size: 21,000 |
6.45
Ask Size: 21,000 |
STMICROELECTRONICS |
33.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VD76JS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
33.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
6/18/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.96 |
| Intrinsic value: |
5.96 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.32 |
| Parity: |
5.96 |
| Time value: |
0.25 |
| Break-even: |
26.79 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.22 |
| Spread %: |
3.67% |
| Delta: |
-0.86 |
| Theta: |
-0.03 |
| Omega: |
-3.75 |
| Rho: |
-0.01 |
Quote data
| Open: |
6.07 |
| High: |
6.07 |
| Low: |
6.07 |
| Previous Close: |
6.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.39% |
| 1 Month |
|
|
-9.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.28 |
4.21 |
| 1M High / 1M Low: |
6.71 |
4.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
