BVT Put 32.5 DHL 20.12.2024
/ DE000VD0AE09
BVT Put 32.5 DHL 20.12.2024/ DE000VD0AE09 /
9/10/2024 8:30:35 AM |
Chg.-0.065 |
Bid11:21:17 AM |
Ask11:21:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.215EUR |
-23.21% |
0.203 Bid Size: 30,000 |
0.218 Ask Size: 30,000 |
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: |
-150.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.21 |
Parity: |
-6.50 |
Time value: |
0.26 |
Break-even: |
32.24 |
Moneyness: |
0.83 |
Premium: |
0.17 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.02 |
Spread %: |
6.12% |
Delta: |
-0.09 |
Theta: |
0.00 |
Omega: |
-13.40 |
Rho: |
-0.01 |
Quote data
Open: |
0.215 |
High: |
0.215 |
Low: |
0.215 |
Previous Close: |
0.280 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.97% |
1 Month |
|
|
-57.00% |
3 Months |
|
|
-40.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.187 |
1M High / 1M Low: |
0.500 |
0.187 |
6M High / 6M Low: |
0.810 |
0.187 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.297 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.450 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.62% |
Volatility 6M: |
|
175.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |