BVT Put 34 SGM 20.09.2024
/ DE000VD447H9
BVT Put 34 SGM 20.09.2024/ DE000VD447H9 /
| 2024-07-26 8:00:42 PM |
Chg.+0.430 |
Bid8:59:46 AM |
Ask8:59:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.570EUR |
+13.69% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
34.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD447H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.60 |
| Intrinsic value: |
3.28 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
3.28 |
| Time value: |
0.32 |
| Break-even: |
30.40 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.19 |
| Spread %: |
5.57% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-6.50 |
| Rho: |
-0.04 |
Quote data
| Open: |
3.760 |
| High: |
3.760 |
| Low: |
3.570 |
| Previous Close: |
3.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+330.12% |
| 1 Month |
|
|
+168.42% |
| 3 Months |
|
|
+155.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.570 |
0.830 |
| 1M High / 1M Low: |
3.570 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
767.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
