BVT Put 144 SIE 20.09.2024
/ DE000VM3WG09
BVT Put 144 SIE 20.09.2024/ DE000VM3WG09 /
| 2024-06-24 8:49:23 AM |
Chg.+0.031 |
Bid8:00:06 PM |
Ask8:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.181EUR |
+20.67% |
0.151
Bid Size: 13,000 |
0.161
Ask Size: 13,000 |
SIEMENS AG NA O.N. |
144.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM3WG0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
144.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-88.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-2.42 |
| Time value: |
0.19 |
| Break-even: |
142.09 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
5.52% |
| Delta: |
-0.13 |
| Theta: |
-0.03 |
| Omega: |
-11.68 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.181 |
| High: |
0.181 |
| Low: |
0.181 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.59% |
| 1 Month |
|
|
+44.80% |
| 3 Months |
|
|
-24.58% |
| YTD |
|
|
-68.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.217 |
0.150 |
| 1M High / 1M Low: |
0.217 |
0.098 |
| 6M High / 6M Low: |
0.720 |
0.097 |
| High (YTD): |
2024-01-17 |
0.720 |
| Low (YTD): |
2024-05-16 |
0.097 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.175 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.301 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.87% |
| Volatility 6M: |
|
167.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
