BVT Put 185 SIE 19.12.2025
/ DE000VD045S8
BVT Put 185 SIE 19.12.2025/ DE000VD045S8 /
| 2024-06-05 4:53:24 PM |
Chg.-0.170 |
Bid5:37:13 PM |
Ask5:37:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
-7.08% |
2.210
Bid Size: 18,000 |
2.250
Ask Size: 18,000 |
SIEMENS AG NA O.N. |
185.00 EUR |
2025-12-19 |
Put |
Master data
| WKN: |
VD045S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
185.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
1.07 |
| Time value: |
1.38 |
| Break-even: |
160.50 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
2.08% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-3.09 |
| Rho: |
-1.54 |
Quote data
| Open: |
2.300 |
| High: |
2.300 |
| Low: |
2.220 |
| Previous Close: |
2.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.04% |
| 1 Month |
|
|
-6.30% |
| 3 Months |
|
|
-9.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
2.250 |
| 1M High / 1M Low: |
2.460 |
1.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
