BVT Put 28 FRE 21.03.2025
/ DE000VD3V407
BVT Put 28 FRE 21.03.2025/ DE000VD3V407 /
| 2024-07-09 10:21:10 AM |
Chg.+0.040 |
Bid11:18:55 AM |
Ask11:18:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+5.19% |
0.810
Bid Size: 21,000 |
0.820
Ask Size: 21,000 |
FRESENIUS SE+CO.KGAA... |
28.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD3V40 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-35.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.24 |
| Parity: |
-1.05 |
| Time value: |
0.81 |
| Break-even: |
27.19 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
6.58% |
| Delta: |
-0.30 |
| Theta: |
0.00 |
| Omega: |
-10.75 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.81% |
| 1 Month |
|
|
+15.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.770 |
| 1M High / 1M Low: |
0.930 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
