BVT Put 32 FRE 20.12.2024
/ DE000VM70D43
BVT Put 32 FRE 20.12.2024/ DE000VM70D43 /
| 2024-11-14 8:43:41 AM |
Chg.+0.060 |
Bid6:56:55 PM |
Ask6:56:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+17.14% |
0.400
Bid Size: 7,400 |
0.430
Ask Size: 7,400 |
FRESENIUS SE+CO.KGAA... |
32.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VM70D4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-71.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
-0.81 |
| Time value: |
0.46 |
| Break-even: |
31.54 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.05 |
| Spread %: |
12.20% |
| Delta: |
-0.32 |
| Theta: |
-0.01 |
| Omega: |
-22.90 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.07% |
| 1 Month |
|
|
-18.00% |
| 3 Months |
|
|
-55.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.218 |
| 1M High / 1M Low: |
0.570 |
0.218 |
| 6M High / 6M Low: |
1.500 |
0.218 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.899 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.44% |
| Volatility 6M: |
|
165.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
