BVT Put 185 SIE 20.09.2024
/ DE000VD045P4
BVT Put 185 SIE 20.09.2024/ DE000VD045P4 /
| 2024-06-11 7:52:30 PM |
Chg.+0.130 |
Bid9:52:55 PM |
Ask9:52:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+9.35% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
185.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD045P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
185.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
1.06 |
| Time value: |
0.40 |
| Break-even: |
170.40 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
5.04% |
| Delta: |
-0.61 |
| Theta: |
-0.03 |
| Omega: |
-7.34 |
| Rho: |
-0.34 |
Quote data
| Open: |
1.370 |
| High: |
1.520 |
| Low: |
1.370 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.51% |
| 1 Month |
|
|
+85.37% |
| 3 Months |
|
|
+27.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.130 |
| 1M High / 1M Low: |
1.520 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
