BVT Put 28 FRE 20.12.2024
/ DE000VM70DL0
BVT Put 28 FRE 20.12.2024/ DE000VM70DL0 /
| 06/09/2024 19:41:22 |
Chg.+0.036 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.216EUR |
+20.00% |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
28.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VM70DL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-140.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-5.22 |
| Time value: |
0.24 |
| Break-even: |
27.76 |
| Moneyness: |
0.84 |
| Premium: |
0.16 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.02 |
| Spread %: |
7.27% |
| Delta: |
-0.10 |
| Theta: |
0.00 |
| Omega: |
-13.57 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.194 |
| High: |
0.216 |
| Low: |
0.194 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
-53.04% |
| 3 Months |
|
|
-64.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.216 |
0.180 |
| 1M High / 1M Low: |
0.460 |
0.180 |
| 6M High / 6M Low: |
1.350 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.771 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.68% |
| Volatility 6M: |
|
118.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
