BVT Put 32.5 DHL 20.12.2024/  DE000VD0AE09  /

Frankfurt Zert./VONT
10/11/2024  8:05:39 PM Chg.-0.010 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
0.250EUR -3.85% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 32.50 EUR 12/20/2024 Put
 

Master data

WKN: VD0AE0
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 32.50 EUR
Maturity: 12/20/2024
Issue date: 2/14/2024
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: -129.79
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -5.14
Time value: 0.29
Break-even: 32.21
Moneyness: 0.86
Premium: 0.14
Premium p.a.: 1.04
Spread abs.: 0.03
Spread %: 11.54%
Delta: -0.11
Theta: -0.01
Omega: -14.59
Rho: -0.01
 

Quote data

Open: 0.260
High: 0.260
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+26.90%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.217
1M High / 1M Low: 0.270 0.169
6M High / 6M Low: 0.780 0.167
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   0.370
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   252.71%
Volatility 6M:   194.95%
Volatility 1Y:   -
Volatility 3Y:   -