BVT Put 26 SGM 21.03.2025
/ DE000VD5FDL8
BVT Put 26 SGM 21.03.2025/ DE000VD5FDL8 /
2024-09-05 5:04:50 PM |
Chg.+0.140 |
Bid7:18:33 PM |
Ask7:18:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.600EUR |
+5.69% |
2.610 Bid Size: 2,000 |
2.670 Ask Size: 2,000 |
STMICROELECTRONICS |
26.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
VD5FDL |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
26.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-03 |
Last trading day: |
2025-03-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.32 |
Parity: |
-1.04 |
Time value: |
2.60 |
Break-even: |
23.40 |
Moneyness: |
0.96 |
Premium: |
0.13 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.08 |
Spread %: |
3.17% |
Delta: |
-0.37 |
Theta: |
-0.01 |
Omega: |
-3.81 |
Rho: |
-0.07 |
Quote data
Open: |
2.640 |
High: |
2.650 |
Low: |
2.600 |
Previous Close: |
2.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+31.31% |
1 Month |
|
|
-11.56% |
3 Months |
|
|
+333.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.460 |
1.930 |
1M High / 1M Low: |
2.940 |
1.930 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.140 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.303 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |