BVT Put 24 FRE 20.12.2024
/ DE000VM70C36
BVT Put 24 FRE 20.12.2024/ DE000VM70C36 /
| 7/8/2024 8:01:49 PM |
Chg.0.000 |
Bid10:01:42 AM |
Ask10:01:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.280
Bid Size: 21,000 |
0.290
Ask Size: 21,000 |
FRESENIUS SE+CO.KGAA... |
24.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VM70C3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-103.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-5.05 |
| Time value: |
0.28 |
| Break-even: |
23.72 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
-0.10 |
| Theta: |
0.00 |
| Omega: |
-10.88 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
-63.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.260 |
| 1M High / 1M Low: |
0.370 |
0.260 |
| 6M High / 6M Low: |
0.810 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.551 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.92% |
| Volatility 6M: |
|
95.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
