BVT Put 34 FRE 20.09.2024
/ DE000VM5PKR8
BVT Put 34 FRE 20.09.2024/ DE000VM5PKR8 /
| 08/07/2024 08:46:36 |
Chg.-0.06 |
Bid22:00:06 |
Ask22:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-3.31% |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
34.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VM5PKR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-16.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.90 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
4.90 |
| Time value: |
-3.12 |
| Break-even: |
32.22 |
| Moneyness: |
1.17 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.43 |
| Spread abs.: |
0.05 |
| Spread %: |
2.89% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.89% |
| 1 Month |
|
|
+19.05% |
| 3 Months |
|
|
-6.91% |
| YTD |
|
|
+12.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.75 |
| 1M High / 1M Low: |
1.85 |
1.52 |
| 6M High / 6M Low: |
1.91 |
1.47 |
| High (YTD): |
04/04/2024 |
1.91 |
| Low (YTD): |
05/01/2024 |
1.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.28% |
| Volatility 6M: |
|
32.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
