BVT Put 38 SGM 20.06.2025
/ DE000VD42U06
BVT Put 38 SGM 20.06.2025/ DE000VD42U06 /
2024-11-12 8:55:50 AM |
Chg.+0.02 |
Bid9:55:19 PM |
Ask9:55:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.22EUR |
+0.15% |
12.62 Bid Size: 3,000 |
12.93 Ask Size: 3,000 |
STMICROELECTRONICS |
38.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
VD42U0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
38.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-04-26 |
Last trading day: |
2025-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.73 |
Intrinsic value: |
12.73 |
Implied volatility: |
0.54 |
Historic volatility: |
0.33 |
Parity: |
12.73 |
Time value: |
0.50 |
Break-even: |
24.77 |
Moneyness: |
1.50 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.31 |
Spread %: |
2.40% |
Delta: |
-0.76 |
Theta: |
0.00 |
Omega: |
-1.46 |
Rho: |
-0.20 |
Quote data
Open: |
13.22 |
High: |
13.22 |
Low: |
13.22 |
Previous Close: |
13.20 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.42% |
1 Month |
|
|
+3.85% |
3 Months |
|
|
+15.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.28 |
13.20 |
1M High / 1M Low: |
14.28 |
11.94 |
6M High / 6M Low: |
14.28 |
3.49 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
12.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.80 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.46% |
Volatility 6M: |
|
110.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |