BVT Put 24 FRE 21.03.2025
/ DE000VD3DVH8
BVT Put 24 FRE 21.03.2025/ DE000VD3DVH8 /
2024-07-31 8:42:30 AM |
Chg.-0.030 |
Bid5:36:02 PM |
Ask5:36:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-6.82% |
0.310 Bid Size: 9,700 |
0.380 Ask Size: 9,700 |
FRESENIUS SE+CO.KGAA... |
24.00 - |
2025-03-21 |
Put |
Master data
WKN: |
VD3DVH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
24.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-05 |
Last trading day: |
2025-03-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-67.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
-7.90 |
Time value: |
0.47 |
Break-even: |
23.53 |
Moneyness: |
0.75 |
Premium: |
0.26 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.07 |
Spread %: |
17.50% |
Delta: |
-0.10 |
Theta: |
0.00 |
Omega: |
-6.91 |
Rho: |
-0.02 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.82% |
1 Month |
|
|
-52.87% |
3 Months |
|
|
-70.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.410 |
1M High / 1M Low: |
0.950 |
0.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.428 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.630 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |