BVT Put 30 FRE 19.07.2024
/ DE000VD5VP14
BVT Put 30 FRE 19.07.2024/ DE000VD5VP14 /
| 7/9/2024 8:44:50 AM |
Chg.-0.01 |
Bid5:53:30 PM |
Ask5:53:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-0.91% |
1.32
Bid Size: 2,300 |
1.47
Ask Size: 2,300 |
FRESENIUS SE+CO.KGAA... |
30.00 EUR |
7/19/2024 |
Put |
Master data
| WKN: |
VD5VP1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
7/19/2024 |
| Issue date: |
5/9/2024 |
| Last trading day: |
7/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
0.95 |
| Time value: |
0.39 |
| Break-even: |
28.66 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.28 |
| Spread %: |
26.42% |
| Delta: |
-0.67 |
| Theta: |
-0.03 |
| Omega: |
-14.42 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.71% |
| 1 Month |
|
|
+28.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.10 |
| 1M High / 1M Low: |
2.09 |
0.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
