BVT Put 30 FRE 21.03.2025
/ DE000VD3V5C1
BVT Put 30 FRE 21.03.2025/ DE000VD3V5C1 /
| 6/28/2024 8:52:28 AM |
Chg.-0.02 |
Bid11:45:01 AM |
Ask11:45:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-1.72% |
1.15
Bid Size: 23,000 |
1.16
Ask Size: 23,000 |
FRESENIUS SE+CO.KGAA... |
30.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD3V5C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-23.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.03 |
| Historic volatility: |
0.24 |
| Parity: |
1.97 |
| Time value: |
-0.78 |
| Break-even: |
28.81 |
| Moneyness: |
1.07 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
4.39% |
| Delta: |
-0.97 |
| Theta: |
0.00 |
| Omega: |
-22.88 |
| Rho: |
-0.21 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.89% |
| 1 Month |
|
|
+9.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
1.12 |
| 1M High / 1M Low: |
1.16 |
0.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
