BVT Put 22 FRE 21.03.2025
/ DE000VD3DVL0
BVT Put 22 FRE 21.03.2025/ DE000VD3DVL0 /
| 09/07/2024 16:54:51 |
Chg.+0.020 |
Bid17:15:39 |
Ask17:15:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+4.76% |
0.440
Bid Size: 28,000 |
0.500
Ask Size: 28,000 |
FRESENIUS SE+CO.KGAA... |
22.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VD3DVL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-61.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-7.05 |
| Time value: |
0.47 |
| Break-even: |
21.53 |
| Moneyness: |
0.76 |
| Premium: |
0.26 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.06 |
| Spread %: |
14.63% |
| Delta: |
-0.11 |
| Theta: |
0.00 |
| Omega: |
-6.67 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.430 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
-66.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.420 |
| 1M High / 1M Low: |
0.630 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.528 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
