BVT Put 36 FRE 20.12.2024
/ DE000VM73146
BVT Put 36 FRE 20.12.2024/ DE000VM73146 /
7/9/2024 10:17:06 AM |
Chg.+0.020 |
Bid10:17:06 AM |
Ask10:17:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.800EUR |
+1.12% |
1.800 Bid Size: 21,000 |
1.810 Ask Size: 21,000 |
FRESENIUS SE+CO.KGAA... |
36.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VM7314 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
36.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/8/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-16.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.63 |
Intrinsic value: |
6.95 |
Implied volatility: |
- |
Historic volatility: |
0.24 |
Parity: |
6.95 |
Time value: |
-5.14 |
Break-even: |
34.19 |
Moneyness: |
1.24 |
Premium: |
-0.18 |
Premium p.a.: |
-0.35 |
Spread abs.: |
0.04 |
Spread %: |
2.26% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.800 |
High: |
1.800 |
Low: |
1.800 |
Previous Close: |
1.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.64% |
1 Month |
|
|
+11.11% |
3 Months |
|
|
-5.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.830 |
1.770 |
1M High / 1M Low: |
1.840 |
1.640 |
6M High / 6M Low: |
1.930 |
1.610 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.777 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.821 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
30.48% |
Volatility 6M: |
|
19.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |