BVT Put 34 FRE 21.03.2025
/ DE000VC096A0
BVT Put 34 FRE 21.03.2025/ DE000VC096A0 /
| 09/09/2024 08:48:38 |
Chg.+0.21 |
Bid10:33:04 |
Ask10:33:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
+8.82% |
2.49
Bid Size: 22,000 |
2.53
Ask Size: 22,000 |
FRESENIUS SE+CO.KGAA... |
34.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
VC096A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
02/08/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
0.78 |
| Time value: |
2.00 |
| Break-even: |
31.22 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
3.73% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-5.59 |
| Rho: |
-0.10 |
Quote data
| Open: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-38.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.72 |
2.38 |
| 1M High / 1M Low: |
4.18 |
2.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
