BVT Put 44 ENR 21.02.2025
/ DE000VG01V76
BVT Put 44 ENR 21.02.2025/ DE000VG01V76 /
| 1/24/2025 7:54:38 PM |
Chg.-0.050 |
Bid9:13:47 PM |
Ask9:13:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-10.64% |
0.440
Bid Size: 6,900 |
0.500
Ask Size: 6,900 |
SIEMENS ENERGY AG NA... |
44.00 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
VG01V7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS ENERGY AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/16/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-113.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.45 |
| Parity: |
-14.80 |
| Time value: |
0.52 |
| Break-even: |
43.48 |
| Moneyness: |
0.75 |
| Premium: |
0.26 |
| Premium p.a.: |
19.46 |
| Spread abs.: |
0.06 |
| Spread %: |
13.04% |
| Delta: |
-0.08 |
| Theta: |
-0.03 |
| Omega: |
-8.95 |
| Rho: |
0.00 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.420 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.41% |
| 1 Month |
|
|
-74.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
-78.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
0.470 |
| 1M High / 1M Low: |
1.980 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.860 |
| Low (YTD): |
1/23/2025 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
406.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |