BVT Put 185 SIE 20.12.2024
/ DE000VD045U4
BVT Put 185 SIE 20.12.2024/ DE000VD045U4 /
| 2024-05-31 8:44:05 AM |
Chg.-0.04 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-2.52% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
185.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VD045U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
185.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.89 |
| Time value: |
0.71 |
| Break-even: |
169.00 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
3.90% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-5.75 |
| Rho: |
-0.60 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.73% |
| 1 Month |
|
|
-2.52% |
| 3 Months |
|
|
+6.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.39 |
| 1M High / 1M Low: |
1.77 |
1.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
