BVT Put 35 SGM 20.09.2024
/ DE000VD76JT6
BVT Put 35 SGM 20.09.2024/ DE000VD76JT6 /
| 2024-09-03 4:54:08 PM |
Chg.+1.270 |
Bid6:43:27 PM |
Ask6:43:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.620EUR |
+20.00% |
7.740
Bid Size: 2,000 |
7.910
Ask Size: 2,000 |
STMICROELECTRONICS |
35.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD76JT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.33 |
| Intrinsic value: |
6.33 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.32 |
| Parity: |
6.33 |
| Time value: |
0.24 |
| Break-even: |
28.43 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.23 |
| Spread %: |
3.63% |
| Delta: |
-0.87 |
| Theta: |
-0.03 |
| Omega: |
-3.78 |
| Rho: |
-0.01 |
Quote data
| Open: |
6.320 |
| High: |
7.620 |
| Low: |
6.320 |
| Previous Close: |
6.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.89% |
| 1 Month |
|
|
+3.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.210 |
6.330 |
| 1M High / 1M Low: |
8.760 |
6.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
