BVT Put 40 SGM 19.12.2025
/ DE000VD9JKE2
BVT Put 40 SGM 19.12.2025/ DE000VD9JKE2 /
| 11/12/2024 8:33:10 AM |
Chg.+0.02 |
Bid2:32:03 PM |
Ask2:32:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.49EUR |
+0.13% |
14.65
Bid Size: 23,000 |
14.69
Ask Size: 23,000 |
STMICROELECTRONICS |
40.00 EUR |
12/19/2025 |
Put |
Master data
| WKN: |
VD9JKE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
12/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.73 |
| Intrinsic value: |
14.73 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.33 |
| Parity: |
14.73 |
| Time value: |
0.74 |
| Break-even: |
24.53 |
| Moneyness: |
1.58 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.30 |
| Spread %: |
1.98% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-1.13 |
| Rho: |
-0.36 |
Quote data
| Open: |
15.49 |
| High: |
15.49 |
| Low: |
15.49 |
| Previous Close: |
15.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.18% |
| 1 Month |
|
|
+3.89% |
| 3 Months |
|
|
+13.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.51 |
15.20 |
| 1M High / 1M Low: |
16.51 |
14.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
15.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
