BVT Put 22 FRE 20.12.2024
/ DE000VM70DV9
BVT Put 22 FRE 20.12.2024/ DE000VM70DV9 /
| 8/2/2024 10:21:37 AM |
Chg.+0.006 |
Bid12:19:50 PM |
Ask12:19:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
+6.98% |
0.100
Bid Size: 21,000 |
0.110
Ask Size: 21,000 |
FRESENIUS SE+CO.KGAA... |
22.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VM70DV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-323.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-9.75 |
| Time value: |
0.10 |
| Break-even: |
21.90 |
| Moneyness: |
0.69 |
| Premium: |
0.31 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.01 |
| Spread %: |
13.95% |
| Delta: |
-0.03 |
| Theta: |
0.00 |
| Omega: |
-10.67 |
| Rho: |
0.00 |
Quote data
| Open: |
0.092 |
| High: |
0.092 |
| Low: |
0.092 |
| Previous Close: |
0.086 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.13% |
| 1 Month |
|
|
-47.73% |
| 3 Months |
|
|
-70.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.096 |
0.060 |
| 1M High / 1M Low: |
0.180 |
0.060 |
| 6M High / 6M Low: |
0.590 |
0.060 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.14% |
| Volatility 6M: |
|
132.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
