BVT Put 24 FRE 21.03.2025
/ DE000VD3V415
BVT Put 24 FRE 21.03.2025/ DE000VD3V415 /
2024-06-28 7:41:53 PM |
Chg.+0.050 |
Bid8:00:06 PM |
Ask7:50:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+11.36% |
0.480 Bid Size: 6,200 |
0.510 Ask Size: 6,200 |
FRESENIUS SE+CO.KGAA... |
24.00 - |
2025-03-21 |
Put |
Master data
WKN: |
VD3V41 |
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: |
2024-04-11 |
Last trading day: |
2025-03-21 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-60.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
-4.03 |
Time value: |
0.46 |
Break-even: |
23.54 |
Moneyness: |
0.86 |
Premium: |
0.16 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.03 |
Spread %: |
6.98% |
Delta: |
-0.15 |
Theta: |
0.00 |
Omega: |
-9.13 |
Rho: |
-0.03 |
Quote data
Open: |
0.460 |
High: |
0.490 |
Low: |
0.460 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.08% |
1 Month |
|
|
+16.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.420 |
1M High / 1M Low: |
0.480 |
0.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.415 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |