BVT Put 42 SGM 20.09.2024
/ DE000VD7MJW4
BVT Put 42 SGM 20.09.2024/ DE000VD7MJW4 /
| 2024-09-05 7:45:05 PM |
Chg.+0.290 |
Bid8:10:51 PM |
Ask8:10:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.160EUR |
+1.95% |
15.250
Bid Size: 3,000 |
15.470
Ask Size: 3,000 |
STMICROELECTRONICS |
42.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD7MJW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.96 |
| Intrinsic value: |
14.96 |
| Implied volatility: |
1.46 |
| Historic volatility: |
0.32 |
| Parity: |
14.96 |
| Time value: |
0.24 |
| Break-even: |
26.80 |
| Moneyness: |
1.55 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.22 |
| Spread %: |
1.47% |
| Delta: |
-0.91 |
| Theta: |
-0.04 |
| Omega: |
-1.62 |
| Rho: |
-0.02 |
Quote data
| Open: |
15.320 |
| High: |
15.330 |
| Low: |
15.160 |
| Previous Close: |
14.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.81% |
| 1 Month |
|
|
+1.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.870 |
13.320 |
| 1M High / 1M Low: |
15.650 |
13.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
14.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
