BVT Put 34 FRE 20.12.2024
/ DE000VC09588
BVT Put 34 FRE 20.12.2024/ DE000VC09588 /
| 15/11/2024 13:47:32 |
Chg.-0.110 |
Bid16:26:19 |
Ask16:26:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
-6.71% |
1.160
Bid Size: 16,000 |
1.200
Ask Size: 16,000 |
FRESENIUS SE+CO.KGAA... |
34.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
VC0958 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
02/08/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
1.23 |
| Time value: |
0.51 |
| Break-even: |
32.26 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.14 |
| Spread %: |
8.75% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-12.17 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.720 |
| High: |
1.720 |
| Low: |
1.530 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.67% |
| 1 Month |
|
|
-10.53% |
| 3 Months |
|
|
-50.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.080 |
| 1M High / 1M Low: |
1.820 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
