BVT Put 180 SIE 20.06.2025
/ DE000VD0V0E1
BVT Put 180 SIE 20.06.2025/ DE000VD0V0E1 /
| 2024-06-05 10:21:53 AM |
Chg.-0.100 |
Bid12:41:00 PM |
Ask12:41:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
-5.41% |
1.730
Bid Size: 116,000 |
1.740
Ask Size: 116,000 |
SIEMENS AG NA O.N. |
180.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
VD0V0E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-23 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.57 |
| Time value: |
1.29 |
| Break-even: |
161.40 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
2.76% |
| Delta: |
-0.44 |
| Theta: |
-0.02 |
| Omega: |
-4.09 |
| Rho: |
-0.99 |
Quote data
| Open: |
1.750 |
| High: |
1.750 |
| Low: |
1.750 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.57% |
| 1 Month |
|
|
-4.37% |
| 3 Months |
|
|
-7.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
1.700 |
| 1M High / 1M Low: |
1.890 |
1.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
