BVT Put 32 SGM 20.06.2025
/ DE000VD42UW9
BVT Put 32 SGM 20.06.2025/ DE000VD42UW9 /
| 11/11/2024 19:44:42 |
Chg.-0.380 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.740EUR |
-4.68% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
32.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
VD42UW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
26/04/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.41 |
| Intrinsic value: |
7.34 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
7.34 |
| Time value: |
0.99 |
| Break-even: |
23.67 |
| Moneyness: |
1.30 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.26 |
| Spread %: |
3.22% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-2.01 |
| Rho: |
-0.15 |
Quote data
| Open: |
7.710 |
| High: |
7.740 |
| Low: |
7.430 |
| Previous Close: |
8.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.83% |
| 1 Month |
|
|
+1.98% |
| 3 Months |
|
|
+17.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.490 |
7.620 |
| 1M High / 1M Low: |
8.490 |
6.650 |
| 6M High / 6M Low: |
8.490 |
1.750 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.995 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.03% |
| Volatility 6M: |
|
136.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
