OverviewChartNewsTraderScreen

BVT Put 24 FRE 20.12.2024/  DE000VU89YL9  /

Frankfurt Zert./VONT
2024-07-09  10:13:13 AM Chg.+0.040 Bid11:39:23 AM Ask11:39:23 AM Underlying Strike price Expiration date Option type
0.490EUR +8.89% 0.480
Bid Size: 28,000		 0.540
Ask Size: 28,000		 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: -56.96
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -5.05
Time value: 0.51
Break-even: 23.49
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.48
Spread abs.: 0.06
Spread %: 13.33%
Delta: -0.14
Theta: 0.00
Omega: -8.16
Rho: -0.02
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.26%
1 Month
  -7.55%
3 Months
  -69.75%
YTD
  -63.43%
1 Year
  -84.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.450
1M High / 1M Low: 0.700 0.450
6M High / 6M Low: 1.990 0.450
High (YTD): 2024-03-04 1.990
Low (YTD): 2024-07-08 0.450
52W High: 2023-07-10 3.100
52W Low: 2024-07-08 0.450
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.580
Avg. volume 1M:   0.000
Avg. price 6M:   1.241
Avg. volume 6M:   0.000
Avg. price 1Y:   1.573
Avg. volume 1Y:   0.000
Volatility 1M:   156.76%
Volatility 6M:   107.50%
Volatility 1Y:   102.42%
Volatility 3Y:   -