BVT Put 185 SIE 21.06.2024
/ DE000VD04504
BVT Put 185 SIE 21.06.2024/ DE000VD04504 /
| 2024-06-20 8:44:23 AM |
Chg.-0.08 |
Bid10:46:12 AM |
Ask10:46:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-4.82% |
1.46
Bid Size: 63,000 |
1.47
Ask Size: 63,000 |
SIEMENS AG NA O.N. |
185.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VD0450 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
185.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
1.70 |
| Historic volatility: |
0.23 |
| Parity: |
1.68 |
| Time value: |
0.11 |
| Break-even: |
167.10 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
10.76 |
| Spread abs.: |
0.11 |
| Spread %: |
6.55% |
| Delta: |
-0.85 |
| Theta: |
-1.76 |
| Omega: |
-7.95 |
| Rho: |
0.00 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+107.89% |
| 1 Month |
|
|
+25.40% |
| 3 Months |
|
|
+14.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
0.76 |
| 1M High / 1M Low: |
1.87 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
572.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
