BVT Put 28 FRE 20.12.2024
/ DE000VU98N80
BVT Put 28 FRE 20.12.2024/ DE000VU98N80 /
| 7/9/2024 10:21:15 AM |
Chg.+0.070 |
Bid10:54:15 AM |
Ask10:54:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
+4.86% |
1.490
Bid Size: 28,000 |
1.550
Ask Size: 28,000 |
FRESENIUS SE+CO.KGAA... |
28.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VU98N8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
7/24/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-1.05 |
| Time value: |
1.55 |
| Break-even: |
26.45 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.12 |
| Spread %: |
8.39% |
| Delta: |
-0.36 |
| Theta: |
-0.01 |
| Omega: |
-6.68 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.510 |
| High: |
1.510 |
| Low: |
1.510 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.18% |
| 1 Month |
|
|
+13.53% |
| 3 Months |
|
|
-58.74% |
| YTD |
|
|
-44.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.440 |
| 1M High / 1M Low: |
1.960 |
1.360 |
| 6M High / 6M Low: |
4.230 |
1.310 |
| High (YTD): |
3/4/2024 |
4.230 |
| Low (YTD): |
6/6/2024 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.832 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.74% |
| Volatility 6M: |
|
96.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
