BVT Put 41 SGM 20.09.2024
/ DE000VD76JP4
BVT Put 41 SGM 20.09.2024/ DE000VD76JP4 /
2024-09-05 5:04:16 PM |
Chg.+0.450 |
Bid7:05:54 PM |
Ask7:05:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
14.290EUR |
+3.25% |
14.280 Bid Size: 2,000 |
14.450 Ask Size: 2,000 |
STMICROELECTRONICS |
41.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
VD76JP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
41.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-06-18 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.96 |
Intrinsic value: |
13.96 |
Implied volatility: |
1.40 |
Historic volatility: |
0.32 |
Parity: |
13.96 |
Time value: |
0.24 |
Break-even: |
26.80 |
Moneyness: |
1.52 |
Premium: |
0.01 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.22 |
Spread %: |
1.57% |
Delta: |
-0.91 |
Theta: |
-0.04 |
Omega: |
-1.73 |
Rho: |
-0.02 |
Quote data
Open: |
14.320 |
High: |
14.380 |
Low: |
14.290 |
Previous Close: |
13.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.99% |
1 Month |
|
|
+0.85% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.860 |
12.320 |
1M High / 1M Low: |
14.780 |
12.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.944 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
13.430 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |