BVT Put 125 SIE 20.12.2024
/ DE000VM31615
BVT Put 125 SIE 20.12.2024/ DE000VM31615 /
| 2024-09-25 4:47:48 PM |
Chg.-0.004 |
Bid5:36:03 PM |
Ask5:36:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-5.63% |
0.067
Bid Size: 19,000 |
0.077
Ask Size: 19,000 |
SIEMENS AG NA O.N. |
125.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VM3161 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-210.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-4.53 |
| Time value: |
0.08 |
| Break-even: |
124.19 |
| Moneyness: |
0.73 |
| Premium: |
0.27 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
-0.05 |
| Theta: |
-0.02 |
| Omega: |
-10.66 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.068 |
| High: |
0.070 |
| Low: |
0.067 |
| Previous Close: |
0.071 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.37% |
| 1 Month |
|
|
-35.58% |
| 3 Months |
|
|
-58.13% |
| YTD |
|
|
-83.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.091 |
0.071 |
| 1M High / 1M Low: |
0.154 |
0.071 |
| 6M High / 6M Low: |
0.290 |
0.071 |
| High (YTD): |
2024-01-17 |
0.480 |
| Low (YTD): |
2024-09-24 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.144 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.41% |
| Volatility 6M: |
|
172.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
