BVT Put 30 SGM 21.03.2025/  DE000VD42UR9  /

EUWAX
2024-07-30  8:55:54 AM Chg.-0.10 Bid4:32:13 PM Ask4:32:13 PM Underlying Strike price Expiration date Option type
2.73EUR -3.53% 2.97
Bid Size: 34,000
2.99
Ask Size: 34,000
STMICROELECTRONICS 30.00 EUR 2025-03-21 Put
 

Master data

WKN: VD42UR
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 30.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-26
Last trading day: 2025-03-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -10.64
Leverage: Yes

Calculated values

Fair value: 2.26
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.32
Parity: -1.06
Time value: 2.92
Break-even: 27.08
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.21
Spread abs.: 0.09
Spread %: 3.18%
Delta: -0.37
Theta: -0.01
Omega: -3.90
Rho: -0.09
 

Quote data

Open: 2.73
High: 2.73
Low: 2.73
Previous Close: 2.83
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+110.00%
1 Month  
+67.48%
3 Months  
+70.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.83 1.30
1M High / 1M Low: 2.83 1.03
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.11
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   273.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -