BVT Put 40 SGM 19.12.2025
/ DE000VD9JKE2
BVT Put 40 SGM 19.12.2025/ DE000VD9JKE2 /
| 30/07/2024 08:33:10 |
Chg.-0.10 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.26EUR |
-0.97% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
40.00 EUR |
19/12/2025 |
Put |
Master data
| WKN: |
VD9JKE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.34 |
| Intrinsic value: |
8.94 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
8.94 |
| Time value: |
1.68 |
| Break-even: |
29.38 |
| Moneyness: |
1.29 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.18 |
| Spread %: |
1.72% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-1.67 |
| Rho: |
-0.39 |
Quote data
| Open: |
10.26 |
| High: |
10.26 |
| Low: |
10.26 |
| Previous Close: |
10.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.27% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.36 |
6.92 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
