BVT Put 115 SIE 20.12.2024
/ DE000VM315R6
BVT Put 115 SIE 20.12.2024/ DE000VM315R6 /
| 2024-09-24 10:31:07 AM |
Chg.-0.009 |
Bid10:41:53 AM |
Ask10:41:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.048EUR |
-15.79% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
115.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VM315R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-293.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
-5.53 |
| Time value: |
0.06 |
| Break-even: |
114.42 |
| Moneyness: |
0.68 |
| Premium: |
0.33 |
| Premium p.a.: |
2.34 |
| Spread abs.: |
0.01 |
| Spread %: |
20.83% |
| Delta: |
-0.03 |
| Theta: |
-0.02 |
| Omega: |
-9.94 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.048 |
| High: |
0.048 |
| Low: |
0.048 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.31% |
| 1 Month |
|
|
-32.39% |
| 3 Months |
|
|
-56.76% |
| YTD |
|
|
-84.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.048 |
| 1M High / 1M Low: |
0.101 |
0.048 |
| 6M High / 6M Low: |
0.196 |
0.048 |
| High (YTD): |
2024-01-04 |
0.350 |
| Low (YTD): |
2024-09-24 |
0.048 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.101 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.99% |
| Volatility 6M: |
|
160.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
