BVT Put 32 SGM 21.03.2025
/ DE000VD42U48
BVT Put 32 SGM 21.03.2025/ DE000VD42U48 /
| 2024-11-12 8:55:50 AM |
Chg.+0.01 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.43EUR |
+0.13% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.73 |
| Intrinsic value: |
6.73 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.33 |
| Parity: |
6.73 |
| Time value: |
0.77 |
| Break-even: |
24.50 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.28 |
| Spread %: |
3.88% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-2.44 |
| Rho: |
-0.09 |
Quote data
| Open: |
7.43 |
| High: |
7.43 |
| Low: |
7.43 |
| Previous Close: |
7.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.07% |
| 1 Month |
|
|
+4.06% |
| 3 Months |
|
|
+21.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.45 |
7.42 |
| 1M High / 1M Low: |
8.45 |
6.41 |
| 6M High / 6M Low: |
8.45 |
1.28 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.01% |
| Volatility 6M: |
|
158.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
