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: |
|
- |