BVT Put 26 SGM 17.01.2025
/ DE000VG2PS07
BVT Put 26 SGM 17.01.2025/ DE000VG2PS07 /
| 1/9/2025 2:03:45 PM |
Chg.-0.030 |
Bid4:37:43 PM |
Ask4:37:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
-1.73% |
1.670
Bid Size: 29,000 |
1.700
Ask Size: 29,000 |
STMICROELECTRONICS |
26.00 EUR |
1/17/2025 |
Put |
Master data
| WKN: |
VG2PS0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
1/8/2025 |
| Last trading day: |
1/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.35 |
| Parity: |
1.30 |
| Time value: |
0.62 |
| Break-even: |
24.08 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
2.10 |
| Spread abs.: |
0.26 |
| Spread %: |
15.66% |
| Delta: |
-0.65 |
| Theta: |
-0.06 |
| Omega: |
-8.34 |
| Rho: |
0.00 |
Quote data
| Open: |
1.870 |
| High: |
1.870 |
| Low: |
1.700 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |