BVT Put 56 SHL 17.01.2025
/ DE000VG06AP3
BVT Put 56 SHL 17.01.2025/ DE000VG06AP3 /
| 1/9/2025 8:22:24 AM |
Chg.+0.040 |
Bid4:33:59 PM |
Ask4:33:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+9.52% |
0.510
Bid Size: 101,000 |
0.520
Ask Size: 101,000 |
SIEMENS HEALTH.AG NA... |
56.00 EUR |
1/17/2025 |
Put |
Master data
| WKN: |
VG06AP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
56.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
12/17/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.21 |
| Parity: |
0.44 |
| Time value: |
0.07 |
| Break-even: |
50.90 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.05 |
| Spread %: |
10.87% |
| Delta: |
-0.76 |
| Theta: |
-0.10 |
| Omega: |
-7.70 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-16.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.420 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.540 |
| Low (YTD): |
1/8/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| 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: |
|
- |