BVT Put 40 SGM 19.12.2025
/ DE000VD9JKE2
BVT Put 40 SGM 19.12.2025/ DE000VD9JKE2 /
9/6/2024 8:34:21 AM |
Chg.+0.32 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
14.17EUR |
+2.31% |
- Bid Size: - |
- Ask Size: - |
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: |
-1.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.37 |
Intrinsic value: |
13.37 |
Implied volatility: |
0.49 |
Historic volatility: |
0.32 |
Parity: |
13.37 |
Time value: |
0.92 |
Break-even: |
25.71 |
Moneyness: |
1.50 |
Premium: |
0.03 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.19 |
Spread %: |
1.35% |
Delta: |
-0.65 |
Theta: |
0.00 |
Omega: |
-1.20 |
Rho: |
-0.40 |
Quote data
Open: |
14.17 |
High: |
14.17 |
Low: |
14.17 |
Previous Close: |
13.85 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.19% |
1 Month |
|
|
+7.19% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.96 |
12.34 |
1M High / 1M Low: |
14.17 |
12.34 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
13.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |