BVT Put 36 SGM 21.03.2025
/ DE000VD447E6
BVT Put 36 SGM 21.03.2025/ DE000VD447E6 /
| 11/11/2024 8:04:52 PM |
Chg.-0.420 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.030EUR |
-3.67% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
36.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VD447E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/29/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.34 |
| Intrinsic value: |
11.34 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.33 |
| Parity: |
11.34 |
| Time value: |
0.39 |
| Break-even: |
24.27 |
| Moneyness: |
1.46 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.31 |
| Spread %: |
2.71% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-1.70 |
| Rho: |
-0.11 |
Quote data
| Open: |
10.910 |
| High: |
11.030 |
| Low: |
10.690 |
| Previous Close: |
11.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.47% |
| 1 Month |
|
|
+3.76% |
| 3 Months |
|
|
+16.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.920 |
10.780 |
| 1M High / 1M Low: |
11.920 |
9.530 |
| 6M High / 6M Low: |
11.920 |
2.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.764 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.046 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.93% |
| Volatility 6M: |
|
145.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
