BVT Put 39 SGM 20.09.2024
/ DE000VD76JR0
BVT Put 39 SGM 20.09.2024/ DE000VD76JR0 /
| 2024-07-30 1:43:51 PM |
Chg.+0.220 |
Bid1:46:39 PM |
Ask1:46:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.050EUR |
+2.81% |
8.030
Bid Size: 18,000 |
8.050
Ask Size: 18,000 |
STMICROELECTRONICS |
39.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD76JR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.94 |
| Intrinsic value: |
7.94 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.32 |
| Parity: |
7.94 |
| Time value: |
0.33 |
| Break-even: |
30.73 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.25 |
| Spread %: |
3.12% |
| Delta: |
-0.83 |
| Theta: |
-0.01 |
| Omega: |
-3.12 |
| Rho: |
-0.05 |
Quote data
| Open: |
8.330 |
| High: |
8.330 |
| Low: |
8.050 |
| Previous Close: |
7.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+147.69% |
| 1 Month |
|
|
+120.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.140 |
3.160 |
| 1M High / 1M Low: |
8.140 |
1.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.936 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
521.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
