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: |
|
- |
