BVT Put 32 SGM 21.03.2025
/ DE000VD42U48
BVT Put 32 SGM 21.03.2025/ DE000VD42U48 /
| 2024-07-30 8:55:54 AM |
Chg.-0.10 |
Bid12:52:47 PM |
Ask12:52:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.68EUR |
-2.65% |
3.83
Bid Size: 34,000 |
3.85
Ask Size: 34,000 |
STMICROELECTRONICS |
32.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD42U4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.26 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
0.94 |
| Time value: |
2.99 |
| Break-even: |
28.07 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.12 |
| Spread %: |
3.15% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-3.53 |
| Rho: |
-0.11 |
Quote data
| Open: |
3.68 |
| High: |
3.68 |
| Low: |
3.68 |
| Previous Close: |
3.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+104.44% |
| 1 Month |
|
|
+67.27% |
| 3 Months |
|
|
+75.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.78 |
1.80 |
| 1M High / 1M Low: |
3.78 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
