BVT Put 38 SGM 20.06.2025
/ DE000VD42U06
BVT Put 38 SGM 20.06.2025/ DE000VD42U06 /
| 11/11/2024 8:08:18 PM |
Chg.-0.420 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.100EUR |
-3.11% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
38.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
VD42U0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
4/26/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.34 |
| Intrinsic value: |
13.34 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.33 |
| Parity: |
13.34 |
| Time value: |
0.48 |
| Break-even: |
24.18 |
| Moneyness: |
1.54 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.31 |
| Spread %: |
2.29% |
| Delta: |
-0.77 |
| Theta: |
0.00 |
| Omega: |
-1.37 |
| Rho: |
-0.20 |
Quote data
| Open: |
13.010 |
| High: |
13.100 |
| Low: |
12.790 |
| Previous Close: |
13.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.16% |
| 1 Month |
|
|
+2.99% |
| 3 Months |
|
|
+13.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.960 |
12.870 |
| 1M High / 1M Low: |
13.960 |
11.580 |
| 6M High / 6M Low: |
13.960 |
3.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.866 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.74% |
| Volatility 6M: |
|
114.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
