BVT Put 36 SGM 20.09.2024
/ DE000VD44674
BVT Put 36 SGM 20.09.2024/ DE000VD44674 /
| 9/13/2024 9:02:54 AM |
Chg.+0.63 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.73EUR |
+6.24% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
36.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VD4467 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.25 |
| Intrinsic value: |
10.25 |
| Implied volatility: |
1.85 |
| Historic volatility: |
0.33 |
| Parity: |
10.25 |
| Time value: |
0.24 |
| Break-even: |
25.52 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.21 |
| Spread %: |
2.04% |
| Delta: |
-0.90 |
| Theta: |
-0.08 |
| Omega: |
-2.22 |
| Rho: |
-0.01 |
Quote data
| Open: |
10.73 |
| High: |
10.73 |
| Low: |
10.73 |
| Previous Close: |
10.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.71% |
| 1 Month |
|
|
+23.48% |
| 3 Months |
|
|
+994.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.73 |
9.96 |
| 1M High / 1M Low: |
10.73 |
7.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
