BVT Put 30 FRE 21.03.2025
/ DE000VD3V5C1
BVT Put 30 FRE 21.03.2025/ DE000VD3V5C1 /
9/27/2024 8:42:01 AM |
Chg.-0.010 |
Bid9:43:31 AM |
Ask9:43:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
-2.04% |
0.460 Bid Size: 17,000 |
0.470 Ask Size: 17,000 |
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: |
-66.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.23 |
Parity: |
-3.42 |
Time value: |
0.50 |
Break-even: |
29.50 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.02 |
Spread %: |
4.17% |
Delta: |
-0.18 |
Theta: |
0.00 |
Omega: |
-11.86 |
Rho: |
-0.03 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.00% |
1 Month |
|
|
-17.24% |
3 Months |
|
|
-58.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.490 |
1M High / 1M Low: |
0.580 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.506 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |