BVT Put 185 SIE 20.09.2024
/ DE000VD045P4
BVT Put 185 SIE 20.09.2024/ DE000VD045P4 /
2024-06-14 8:44:18 AM |
Chg.+0.43 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.61EUR |
+36.44% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
185.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
VD045P |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
185.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-29 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.99 |
Intrinsic value: |
1.93 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
1.93 |
Time value: |
0.22 |
Break-even: |
163.50 |
Moneyness: |
1.12 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.08 |
Spread %: |
3.86% |
Delta: |
-0.72 |
Theta: |
-0.03 |
Omega: |
-5.56 |
Rho: |
-0.37 |
Quote data
Open: |
1.61 |
High: |
1.61 |
Low: |
1.61 |
Previous Close: |
1.18 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.81% |
1 Month |
|
|
+56.31% |
3 Months |
|
|
+37.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.61 |
1.18 |
1M High / 1M Low: |
1.61 |
1.03 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.42 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.32 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
229.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |