BVT Put 115 SIE 20.12.2024
/ DE000VM315R6
BVT Put 115 SIE 20.12.2024/ DE000VM315R6 /
| 2024-06-21 8:25:49 AM |
Chg.-0.002 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.108EUR |
-1.82% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
115.00 EUR |
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 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-128.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
-5.32 |
| Time value: |
0.13 |
| Break-even: |
113.69 |
| Moneyness: |
0.68 |
| Premium: |
0.32 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
8.26% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-7.49 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.108 |
| High: |
0.108 |
| Low: |
0.108 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-28.48% |
| YTD |
|
|
-64.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.108 |
| 1M High / 1M Low: |
0.120 |
0.069 |
| 6M High / 6M Low: |
0.350 |
0.069 |
| High (YTD): |
2024-01-04 |
0.350 |
| Low (YTD): |
2024-06-03 |
0.069 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.173 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.06% |
| Volatility 6M: |
|
115.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
