BVT Put 44 SGM 20.06.2025/  DE000VD7MJS2  /

Frankfurt Zert./VONT
2024-08-13  10:23:09 AM Chg.-0.020 Bid12:04:21 PM Ask12:04:21 PM Underlying Strike price Expiration date Option type
17.240EUR -0.12% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 44.00 - 2025-06-20 Put
 

Master data

WKN: VD7MJS
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 44.00 -
Maturity: 2025-06-20
Issue date: 2024-06-10
Last trading day: 2024-08-13
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -1.57
Leverage: Yes

Calculated values

Fair value: 16.96
Intrinsic value: 16.96
Implied volatility: 0.55
Historic volatility: 0.32
Parity: 16.96
Time value: 0.29
Break-even: 26.75
Moneyness: 1.63
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 0.06%
Delta: -0.76
Theta: 0.00
Omega: -1.19
Rho: -0.30
 

Quote data

Open: 17.240
High: 17.240
Low: 17.240
Previous Close: 17.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+0.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 17.790 17.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   17.266
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -