BVT Put 135 SIE 20.12.2024
/ DE000VM316S2
BVT Put 135 SIE 20.12.2024/ DE000VM316S2 /
| 2024-09-25 8:25:43 AM |
Chg.-0.005 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.111EUR |
-4.31% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
135.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VM316S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-143.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-3.53 |
| Time value: |
0.12 |
| Break-even: |
133.81 |
| Moneyness: |
0.79 |
| Premium: |
0.21 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.01 |
| Spread %: |
9.17% |
| Delta: |
-0.08 |
| Theta: |
-0.03 |
| Omega: |
-11.29 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.111 |
| High: |
0.111 |
| Low: |
0.111 |
| Previous Close: |
0.116 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.57% |
| 1 Month |
|
|
-33.93% |
| 3 Months |
|
|
-50.67% |
| YTD |
|
|
-80.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.138 |
0.108 |
| 1M High / 1M Low: |
0.240 |
0.108 |
| 6M High / 6M Low: |
0.430 |
0.108 |
| High (YTD): |
2024-01-17 |
0.670 |
| Low (YTD): |
2024-09-20 |
0.108 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.125 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.91% |
| Volatility 6M: |
|
180.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
