BVT Put 34 SGM 20.12.2024
/ DE000VD447M9
BVT Put 34 SGM 20.12.2024/ DE000VD447M9 /
| 2024-11-12 8:59:11 AM |
Chg.+0.02 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.06EUR |
+0.22% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.73 |
| Intrinsic value: |
8.73 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.33 |
| Parity: |
8.73 |
| Time value: |
0.40 |
| Break-even: |
24.87 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.32 |
| Spread %: |
3.63% |
| Delta: |
-0.84 |
| Theta: |
-0.02 |
| Omega: |
-2.32 |
| Rho: |
-0.03 |
Quote data
| Open: |
9.06 |
| High: |
9.06 |
| Low: |
9.06 |
| Previous Close: |
9.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.40% |
| 1 Month |
|
|
+6.21% |
| 3 Months |
|
|
+23.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.00 |
9.04 |
| 1M High / 1M Low: |
10.00 |
7.70 |
| 6M High / 6M Low: |
10.00 |
1.19 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.18% |
| Volatility 6M: |
|
183.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
