BVT Put 38 SGM 20.06.2025
/ DE000VD42U06
BVT Put 38 SGM 20.06.2025/ DE000VD42U06 /
| 05/09/2024 20:06:18 |
Chg.+0.310 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.770EUR |
+2.71% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
38.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
VD42U0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
26/04/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.96 |
| Intrinsic value: |
10.96 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.32 |
| Parity: |
10.96 |
| Time value: |
0.80 |
| Break-even: |
26.24 |
| Moneyness: |
1.41 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.20 |
| Spread %: |
1.73% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-1.60 |
| Rho: |
-0.24 |
Quote data
| Open: |
11.830 |
| High: |
11.900 |
| Low: |
11.770 |
| Previous Close: |
11.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.51% |
| 1 Month |
|
|
-0.59% |
| 3 Months |
|
|
+198.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.460 |
10.180 |
| 1M High / 1M Low: |
12.230 |
10.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
