BVT Put 28 SGM 21.03.2025
/ DE000VD42UZ2
BVT Put 28 SGM 21.03.2025/ DE000VD42UZ2 /
| 2024-11-08 9:13:57 AM |
Chg.-0.04 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.28EUR |
-0.93% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
28.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD42UZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
3.34 |
| Time value: |
1.26 |
| Break-even: |
23.40 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.22 |
| Spread %: |
5.02% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-3.29 |
| Rho: |
-0.07 |
Quote data
| Open: |
4.28 |
| High: |
4.28 |
| Low: |
4.28 |
| Previous Close: |
4.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.47% |
| 1 Month |
|
|
+1.18% |
| 3 Months |
|
|
+21.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.03 |
4.28 |
| 1M High / 1M Low: |
5.03 |
3.56 |
| 6M High / 6M Low: |
5.03 |
0.70 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.56% |
| Volatility 6M: |
|
181.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
