BVT Put 32 SGM 19.12.2025
/ DE000VD87PV6
BVT Put 32 SGM 19.12.2025/ DE000VD87PV6 /
| 12/11/2024 08:42:40 |
Chg.+0.02 |
Bid12:32:42 |
Ask12:32:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.61EUR |
+0.23% |
7.87
Bid Size: 31,000 |
7.91
Ask Size: 31,000 |
STMICROELECTRONICS |
32.00 EUR |
19/12/2025 |
Put |
Master data
| WKN: |
VD87PV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
04/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.34 |
| Intrinsic value: |
6.73 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.33 |
| Parity: |
6.73 |
| Time value: |
1.89 |
| Break-even: |
23.38 |
| Moneyness: |
1.27 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.23 |
| Spread %: |
2.74% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-1.68 |
| Rho: |
-0.25 |
Quote data
| Open: |
8.61 |
| High: |
8.61 |
| Low: |
8.61 |
| Previous Close: |
8.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.18% |
| 1 Month |
|
|
+4.24% |
| 3 Months |
|
|
+20.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.48 |
8.37 |
| 1M High / 1M Low: |
9.48 |
7.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
