BVT Put 38 SGM 20.06.2025/  DE000VD42U06  /

EUWAX
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:   -