BVT Put 28 SGM 21.03.2025
/ DE000VD42UZ2
BVT Put 28 SGM 21.03.2025/ DE000VD42UZ2 /
| 26/07/2024 08:56:03 |
Chg.+0.26 |
Bid21:57:50 |
Ask21:57:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
+15.38% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
28.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
VD42UZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
26/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
-2.72 |
| Time value: |
2.15 |
| Break-even: |
25.85 |
| Moneyness: |
0.91 |
| Premium: |
0.16 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.07 |
| Spread %: |
3.37% |
| Delta: |
-0.30 |
| Theta: |
-0.01 |
| Omega: |
-4.26 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+134.94% |
| 1 Month |
|
|
+65.25% |
| 3 Months |
|
|
+65.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
0.93 |
| 1M High / 1M Low: |
1.95 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
