BVT Put 185 SIE 20.09.2024
/ DE000VD045P4
BVT Put 185 SIE 20.09.2024/ DE000VD045P4 /
| 2024-06-05 8:44:49 AM |
Chg.+0.12 |
Bid9:21:40 PM |
Ask9:21:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+10.08% |
1.12
Bid Size: 9,000 |
1.18
Ask Size: 9,000 |
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: |
-12.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
1.07 |
| Time value: |
0.34 |
| Break-even: |
170.90 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
5.22% |
| Delta: |
-0.63 |
| Theta: |
-0.03 |
| Omega: |
-7.73 |
| Rho: |
-0.36 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.50% |
| 1 Month |
|
|
-6.43% |
| 3 Months |
|
|
-7.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.16 |
| 1M High / 1M Low: |
1.51 |
0.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
