BVT Put 35 SGM 20.09.2024
/ DE000VD76JT6
BVT Put 35 SGM 20.09.2024/ DE000VD76JT6 /
2024-09-05 7:53:33 PM |
Chg.+0.360 |
Bid9:43:48 PM |
Ask9:43:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.210EUR |
+4.59% |
8.420 Bid Size: 3,000 |
8.640 Ask Size: 3,000 |
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: |
-3.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.96 |
Intrinsic value: |
7.96 |
Implied volatility: |
0.99 |
Historic volatility: |
0.32 |
Parity: |
7.96 |
Time value: |
0.24 |
Break-even: |
26.80 |
Moneyness: |
1.29 |
Premium: |
0.01 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.22 |
Spread %: |
2.76% |
Delta: |
-0.88 |
Theta: |
-0.03 |
Omega: |
-2.91 |
Rho: |
-0.01 |
Quote data
Open: |
8.370 |
High: |
8.370 |
Low: |
8.210 |
Previous Close: |
7.850 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+29.70% |
1 Month |
|
|
+1.36% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.850 |
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: |
|
6.942 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.428 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |