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: |
|
- |
