BVT Put 25 SGM 17.01.2025
/ DE000VG059R8
BVT Put 25 SGM 17.01.2025/ DE000VG059R8 /
| 1/9/2025 4:42:32 PM |
Chg.+0.050 |
Bid5:04:56 PM |
Ask5:04:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+5.68% |
0.920
Bid Size: 41,000 |
0.950
Ask Size: 41,000 |
STMICROELECTRONICS |
25.00 EUR |
1/17/2025 |
Put |
Master data
| WKN: |
VG059R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
12/17/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.35 |
| Parity: |
0.30 |
| Time value: |
0.77 |
| Break-even: |
23.93 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
3.06 |
| Spread abs.: |
0.19 |
| Spread %: |
21.59% |
| Delta: |
-0.53 |
| Theta: |
-0.06 |
| Omega: |
-12.25 |
| Rho: |
0.00 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
0.930 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.61% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-26.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
0.470 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.710 |
| Low (YTD): |
1/7/2025 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |