BVT Put 32 SGM 20.06.2025
/ DE000VD42UW9
BVT Put 32 SGM 20.06.2025/ DE000VD42UW9 /
| 2024-09-05 7:43:05 PM |
Chg.+0.240 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.790EUR |
+3.66% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
32.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
VD42UW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.75 |
| Intrinsic value: |
4.96 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
4.96 |
| Time value: |
1.81 |
| Break-even: |
25.23 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.14 |
| Spread %: |
2.11% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-2.27 |
| Rho: |
-0.17 |
Quote data
| Open: |
6.860 |
| High: |
6.860 |
| Low: |
6.770 |
| Previous Close: |
6.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.01% |
| 1 Month |
|
|
-0.88% |
| 3 Months |
|
|
+239.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.550 |
5.490 |
| 1M High / 1M Low: |
6.990 |
5.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
