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: |
|
- |