BVT Put 38 DHL 21.03.2025
/ DE000VD3ECA1
BVT Put 38 DHL 21.03.2025/ DE000VD3ECA1 /
| 13/11/2024 10:27:43 |
Chg.+0.040 |
Bid20:00:08 |
Ask20:00:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+12.12% |
0.400
Bid Size: 32,000 |
0.420
Ask Size: 32,000 |
DEUTSCHE POST AG NA ... |
38.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
VD3ECA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE POST AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.32 |
| Time value: |
0.07 |
| Break-even: |
34.10 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-5.87 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.370 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.59% |
| 1 Month |
|
|
+70.51% |
| 3 Months |
|
|
+23.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.290 |
| 1M High / 1M Low: |
0.380 |
0.199 |
| 6M High / 6M Low: |
0.380 |
0.143 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.242 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.46% |
| Volatility 6M: |
|
163.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
