BVT Put 38 SGM 20.09.2024
/ DE000VD446V2
BVT Put 38 SGM 20.09.2024/ DE000VD446V2 /
| 7/30/2024 1:45:01 PM |
Chg.+0.200 |
Bid2:36:10 PM |
Ask2:36:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.080EUR |
+2.91% |
7.130
Bid Size: 18,000 |
7.150
Ask Size: 18,000 |
STMICROELECTRONICS |
38.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VD446V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.94 |
| Intrinsic value: |
6.94 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.32 |
| Parity: |
6.94 |
| Time value: |
0.34 |
| Break-even: |
30.72 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.24 |
| Spread %: |
3.41% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-3.50 |
| Rho: |
-0.05 |
Quote data
| Open: |
7.400 |
| High: |
7.400 |
| Low: |
7.080 |
| Previous Close: |
6.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+168.18% |
| 1 Month |
|
|
+133.66% |
| 3 Months |
|
|
+117.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.150 |
2.570 |
| 1M High / 1M Low: |
7.150 |
1.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
589.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
