BVT Put 28 SGM 21.03.2025
/ DE000VD42UZ2
BVT Put 28 SGM 21.03.2025/ DE000VD42UZ2 /
| 9/2/2024 7:43:02 PM |
Chg.0.000 |
Bid8:00:09 PM |
Ask8:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.700EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
28.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VD42UZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/26/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
-0.77 |
| Time value: |
2.76 |
| Break-even: |
25.24 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.09 |
| Spread %: |
3.37% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-3.96 |
| Rho: |
-0.07 |
Quote data
| Open: |
2.810 |
| High: |
2.810 |
| Low: |
2.680 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
+159.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.120 |
2.700 |
| 1M High / 1M Low: |
3.850 |
2.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
