BVT Put 34 SGM 20.12.2024
/ DE000VD447M9
BVT Put 34 SGM 20.12.2024/ DE000VD447M9 /
| 2024-07-30 10:25:03 AM |
Chg.+0.320 |
Bid1:49:35 PM |
Ask1:49:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.630EUR |
+7.42% |
4.380
Bid Size: 29,000 |
4.400
Ask Size: 29,000 |
STMICROELECTRONICS |
34.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VD447M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.97 |
| Intrinsic value: |
2.94 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
2.94 |
| Time value: |
1.61 |
| Break-even: |
29.45 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
3.41% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-3.92 |
| Rho: |
-0.09 |
Quote data
| Open: |
4.630 |
| High: |
4.630 |
| Low: |
4.630 |
| Previous Close: |
4.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+138.66% |
| 1 Month |
|
|
+105.78% |
| 3 Months |
|
|
+92.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.560 |
1.940 |
| 1M High / 1M Low: |
4.560 |
1.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
419.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
