BVT Put 180 SIE 20.09.2024
/ DE000VD0V0G6
BVT Put 180 SIE 20.09.2024/ DE000VD0V0G6 /
| 2024-06-05 8:52:30 AM |
Chg.+0.100 |
Bid8:00:12 PM |
Ask8:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+10.99% |
0.860
Bid Size: 11,000 |
0.910
Ask Size: 11,000 |
SIEMENS AG NA O.N. |
180.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD0V0G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
0.57 |
| Time value: |
0.52 |
| Break-even: |
169.10 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
5.83% |
| Delta: |
-0.54 |
| Theta: |
-0.03 |
| Omega: |
-8.67 |
| Rho: |
-0.31 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
1.010 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.60% |
| 1 Month |
|
|
-9.01% |
| 3 Months |
|
|
-12.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.880 |
| 1M High / 1M Low: |
1.240 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.936 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
