BVT Put 38 SGM 20.06.2025/  DE000VD42U06  /

EUWAX
2024-11-11  8:55:41 AM Chg.-0.13 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
13.20EUR -0.98% -
Bid Size: -
-
Ask Size: -
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: -1.78
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: 13.20
High: 13.20
Low: 13.20
Previous Close: 13.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.08%
1 Month  
+3.69%
3 Months  
+15.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.28 13.33
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:   13.57
Avg. volume 1W:   0.00
Avg. price 1M:   12.82
Avg. volume 1M:   0.00
Avg. price 6M:   8.77
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.31%
Volatility 6M:   110.83%
Volatility 1Y:   -
Volatility 3Y:   -