BVT Put 24 FRE 20.12.2024
/ DE000VU89YL9
BVT Put 24 FRE 20.12.2024/ DE000VU89YL9 /
2024-08-02 1:43:19 PM |
Chg.+0.050 |
Bid3:44:37 PM |
Ask3:44:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+22.73% |
0.230 Bid Size: 26,000 |
0.300 Ask Size: 26,000 |
FRESENIUS SE+CO.KGAA... |
24.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VU89YL |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
24.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-04 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-113.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
-7.75 |
Time value: |
0.28 |
Break-even: |
23.72 |
Moneyness: |
0.76 |
Premium: |
0.25 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.07 |
Spread %: |
33.33% |
Delta: |
-0.08 |
Theta: |
0.00 |
Omega: |
-8.92 |
Rho: |
-0.01 |
Quote data
Open: |
0.230 |
High: |
0.270 |
Low: |
0.230 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-71.88% |
YTD |
|
|
-79.85% |
1 Year |
|
|
-85.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.137 |
1M High / 1M Low: |
0.550 |
0.137 |
6M High / 6M Low: |
1.990 |
0.137 |
High (YTD): |
2024-03-04 |
1.990 |
Low (YTD): |
2024-07-31 |
0.137 |
52W High: |
2023-10-31 |
2.970 |
52W Low: |
2024-07-31 |
0.137 |
Avg. price 1W: |
|
0.215 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.363 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.077 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.437 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
303.08% |
Volatility 6M: |
|
157.22% |
Volatility 1Y: |
|
130.94% |
Volatility 3Y: |
|
- |