BVT Put 54 SHL 17.01.2025
/ DE000VG06AM0
BVT Put 54 SHL 17.01.2025/ DE000VG06AM0 /
| 09/01/2025 13:53:02 |
Chg.-0.010 |
Bid16:33:59 |
Ask16:33:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-3.57% |
0.310
Bid Size: 113,000 |
0.320
Ask Size: 113,000 |
SIEMENS HEALTH.AG NA... |
54.00 EUR |
17/01/2025 |
Put |
Master data
| WKN: |
VG06AM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
54.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
17/12/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.21 |
| Parity: |
0.24 |
| Time value: |
0.07 |
| Break-even: |
50.90 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.04 |
| Spread %: |
14.81% |
| Delta: |
-0.70 |
| Theta: |
-0.08 |
| Omega: |
-11.69 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.270 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-15.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.213 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.330 |
| Low (YTD): |
07/01/2025 |
0.213 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.283 |
| 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: |
|
- |