BVT Put 38 SHL 20.06.2025
/ DE000VD4LEU8
BVT Put 38 SHL 20.06.2025/ DE000VD4LEU8 /
| 11/14/2024 5:03:23 PM |
Chg.-0.006 |
Bid5:03:23 PM |
Ask5:03:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-7.59% |
0.073
Bid Size: 220,000 |
0.083
Ask Size: 220,000 |
SIEMENS HEALTH.AG NA... |
38.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
VD4LEU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
4/22/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-55.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
-1.18 |
| Time value: |
0.09 |
| Break-even: |
37.10 |
| Moneyness: |
0.76 |
| Premium: |
0.26 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
12.50% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-6.52 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.073 |
| Previous Close: |
0.079 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.31% |
| 1 Month |
|
|
+32.73% |
| 3 Months |
|
|
-16.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.065 |
| 1M High / 1M Low: |
0.112 |
0.055 |
| 6M High / 6M Low: |
0.124 |
0.055 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.081 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.79% |
| Volatility 6M: |
|
122.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
