BVT Put 34 FRE 20.09.2024
/ DE000VM5PKR8
BVT Put 34 FRE 20.09.2024/ DE000VM5PKR8 /
| 9/6/2024 8:48:05 AM |
Chg.-0.100 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-15.87% |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
34.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-31.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.78 |
| Time value: |
0.27 |
| Break-even: |
32.95 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.13 |
| Spread %: |
14.13% |
| Delta: |
-0.68 |
| Theta: |
-0.02 |
| Omega: |
-21.40 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.76% |
| 1 Month |
|
|
-65.81% |
| 3 Months |
|
|
-63.95% |
| YTD |
|
|
-65.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.530 |
| 1M High / 1M Low: |
1.600 |
0.530 |
| 6M High / 6M Low: |
1.910 |
0.530 |
| High (YTD): |
4/4/2024 |
1.910 |
| Low (YTD): |
9/6/2024 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.627 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.97% |
| Volatility 6M: |
|
102.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
