BVT Put 28 SGM 20.06.2025
/ DE000VD42UY5
BVT Put 28 SGM 20.06.2025/ DE000VD42UY5 /
| 10/9/2024 10:24:40 AM |
Chg.-0.080 |
Bid11:13:09 AM |
Ask11:13:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.740EUR |
-1.66% |
4.830
Bid Size: 40,000 |
4.870
Ask Size: 40,000 |
STMICROELECTRONICS |
28.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
VD42UY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
4/26/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.34 |
| Parity: |
2.70 |
| Time value: |
2.33 |
| Break-even: |
22.98 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.17 |
| Spread %: |
3.51% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-2.57 |
| Rho: |
-0.12 |
Quote data
| Open: |
4.740 |
| High: |
4.740 |
| Low: |
4.740 |
| Previous Close: |
4.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.47% |
| 1 Month |
|
|
+7.00% |
| 3 Months |
|
|
+282.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.820 |
4.330 |
| 1M High / 1M Low: |
5.010 |
3.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
