BVT Put 28 FRE 20.12.2024
/ DE000VM70DL0
BVT Put 28 FRE 20.12.2024/ DE000VM70DL0 /
| 10/11/2024 10:14:40 AM |
Chg.-0.002 |
Bid11:29:56 AM |
Ask11:29:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-1.64% |
0.124
Bid Size: 17,000 |
0.134
Ask Size: 17,000 |
FRESENIUS SE+CO.KGAA... |
28.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-247.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
-5.66 |
| Time value: |
0.14 |
| Break-even: |
27.86 |
| Moneyness: |
0.83 |
| Premium: |
0.17 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.01 |
| Spread %: |
11.48% |
| Delta: |
-0.07 |
| Theta: |
0.00 |
| Omega: |
-16.38 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.122 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-34.07% |
| 3 Months |
|
|
-81.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.122 |
| 1M High / 1M Low: |
0.202 |
0.122 |
| 6M High / 6M Low: |
1.260 |
0.122 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.574 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.46% |
| Volatility 6M: |
|
132.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
