BVT Put 41 SGM 20.09.2024
/ DE000VD76JP4
BVT Put 41 SGM 20.09.2024/ DE000VD76JP4 /
| 2024-07-05 8:23:21 AM |
Chg.0.00 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.06EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-10.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.18 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
2.07 |
| Time value: |
1.58 |
| Break-even: |
37.35 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.18 |
| Spread %: |
5.19% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-6.09 |
| Rho: |
-0.05 |
Quote data
| Open: |
4.06 |
| High: |
4.06 |
| Low: |
4.06 |
| Previous Close: |
4.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.81% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.41 |
4.06 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.49 |
| 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: |
|
- |
