BVT Put 185 SIE 19.12.2025
/ DE000VD045S8
BVT Put 185 SIE 19.12.2025/ DE000VD045S8 /
2024-06-05 7:51:27 PM |
Chg.-0.190 |
Bid8:33:09 PM |
Ask8:33:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.210EUR |
-7.92% |
2.200 Bid Size: 12,000 |
2.250 Ask Size: 12,000 |
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: |
2.210 |
Previous Close: |
2.400 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.91% |
1 Month |
|
|
-7.14% |
3 Months |
|
|
-10.53% |
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: |
|
- |