BVT Put 38 SGM 21.03.2025
/ DE000VD447D8
BVT Put 38 SGM 21.03.2025/ DE000VD447D8 /
| 2024-07-30 1:53:33 PM |
Chg.+0.110 |
Bid2:51:36 PM |
Ask2:51:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.950EUR |
+1.40% |
7.980
Bid Size: 24,000 |
8.000
Ask Size: 24,000 |
STMICROELECTRONICS |
38.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD447D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.29 |
| Intrinsic value: |
6.94 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
6.94 |
| Time value: |
1.20 |
| Break-even: |
29.86 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.19 |
| Spread %: |
2.39% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-2.46 |
| Rho: |
-0.18 |
Quote data
| Open: |
8.230 |
| High: |
8.230 |
| Low: |
7.950 |
| Previous Close: |
7.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.76% |
| 1 Month |
|
|
+68.79% |
| 3 Months |
|
|
+68.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.100 |
4.350 |
| 1M High / 1M Low: |
8.100 |
3.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
