BVT Put 185 SIE 19.12.2025
/ DE000VD045S8
BVT Put 185 SIE 19.12.2025/ DE000VD045S8 /
20/09/2024 19:53:16 |
Chg.+0.210 |
Bid21:57:03 |
Ask21:57:03 |
Underlying |
Strike price |
Expiration date |
Option type |
2.810EUR |
+8.08% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
185.00 EUR |
19/12/2025 |
Put |
Master data
WKN: |
VD045S |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
185.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
29/02/2024 |
Last trading day: |
19/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.39 |
Intrinsic value: |
1.83 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
1.83 |
Time value: |
1.03 |
Break-even: |
156.40 |
Moneyness: |
1.11 |
Premium: |
0.06 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
2.14% |
Delta: |
-0.51 |
Theta: |
-0.01 |
Omega: |
-2.96 |
Rho: |
-1.41 |
Quote data
Open: |
2.710 |
High: |
2.810 |
Low: |
2.700 |
Previous Close: |
2.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.33% |
1 Month |
|
|
-2.77% |
3 Months |
|
|
+1.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.060 |
2.600 |
1M High / 1M Low: |
3.260 |
2.590 |
6M High / 6M Low: |
3.660 |
1.890 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.873 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.613 |
Avg. volume 6M: |
|
28.682 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.39% |
Volatility 6M: |
|
86.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |