BVT Put 125 SIE 20.12.2024
/ DE000VM31615
BVT Put 125 SIE 20.12.2024/ DE000VM31615 /
| 2024-06-17 8:25:40 AM |
Chg.+0.041 |
Bid10:40:40 AM |
Ask10:40:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+29.50% |
0.165
Bid Size: 126,000 |
0.175
Ask Size: 126,000 |
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: |
-85.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-4.07 |
| Time value: |
0.19 |
| Break-even: |
123.06 |
| Moneyness: |
0.75 |
| Premium: |
0.26 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
5.43% |
| Delta: |
-0.09 |
| Theta: |
-0.02 |
| Omega: |
-7.79 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.139 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.26% |
| 1 Month |
|
|
+36.36% |
| 3 Months |
|
|
-11.33% |
| YTD |
|
|
-56.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.139 |
0.113 |
| 1M High / 1M Low: |
0.145 |
0.102 |
| 6M High / 6M Low: |
0.480 |
0.102 |
| High (YTD): |
2024-01-17 |
0.480 |
| Low (YTD): |
2024-06-03 |
0.102 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.06% |
| Volatility 6M: |
|
104.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
