BVT Put 36 SGM 20.09.2024
/ DE000VD44674
BVT Put 36 SGM 20.09.2024/ DE000VD44674 /
| 2024-07-05 7:53:22 PM |
Chg.-0.300 |
Bid9:58:55 PM |
Ask9:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-20.13% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
36.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD4467 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-29.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-2.93 |
| Time value: |
1.33 |
| Break-even: |
34.67 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.08 |
| Spread %: |
6.40% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-8.28 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.230 |
| High: |
1.250 |
| Low: |
1.180 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.79% |
| 1 Month |
|
|
+27.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
1.190 |
| 1M High / 1M Low: |
2.190 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.492 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
