BVT Put 37 SGM 20.09.2024
/ DE000VD76J34
BVT Put 37 SGM 20.09.2024/ DE000VD76J34 /
| 2024-07-30 2:08:21 PM |
Chg.+0.150 |
Bid2:11:59 PM |
Ask2:11:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.110EUR |
+2.52% |
6.100
Bid Size: 19,000 |
6.120
Ask Size: 19,000 |
STMICROELECTRONICS |
37.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD76J3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.94 |
| Intrinsic value: |
5.94 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
5.94 |
| Time value: |
0.38 |
| Break-even: |
30.68 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.24 |
| Spread %: |
3.95% |
| Delta: |
-0.80 |
| Theta: |
-0.01 |
| Omega: |
-3.94 |
| Rho: |
-0.04 |
Quote data
| Open: |
6.400 |
| High: |
6.400 |
| Low: |
6.110 |
| Previous Close: |
5.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+190.95% |
| 1 Month |
|
|
+140.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.200 |
2.100 |
| 1M High / 1M Low: |
6.200 |
1.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
602.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
