BVT Put 40 SGM 20.09.2024
/ DE000VD44666
BVT Put 40 SGM 20.09.2024/ DE000VD44666 /
| 2024-07-29 10:33:37 AM |
Chg.-0.280 |
Bid12:57:59 PM |
Ask12:57:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.810EUR |
-3.08% |
8.950
Bid Size: 18,000 |
8.970
Ask Size: 18,000 |
STMICROELECTRONICS |
40.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD4466 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.28 |
| Intrinsic value: |
9.28 |
| Implied volatility: |
- |
| Historic volatility: |
0.32 |
| Parity: |
9.28 |
| Time value: |
-0.16 |
| Break-even: |
30.88 |
| Moneyness: |
1.30 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.25 |
| Spread %: |
2.82% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.810 |
| High: |
8.810 |
| Low: |
8.810 |
| Previous Close: |
9.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+171.08% |
| 1 Month |
|
|
+100.23% |
| 3 Months |
|
|
+125.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.090 |
3.250 |
| 1M High / 1M Low: |
9.090 |
2.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
459.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
