BVT Put 40 FME 20.09.2024
/ DE000VM25U14
BVT Put 40 FME 20.09.2024/ DE000VM25U14 /
| 8/29/2024 8:19:09 AM |
Chg.+0.27 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.21EUR |
+5.47% |
-
Bid Size: - |
-
Ask Size: - |
FRESEN.MED.CARE KGAA... |
40.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VM25U1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESEN.MED.CARE KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/3/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.14 |
| Intrinsic value: |
5.14 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.35 |
| Parity: |
5.14 |
| Time value: |
0.17 |
| Break-even: |
34.69 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.21 |
| Spread %: |
4.12% |
| Delta: |
-0.87 |
| Theta: |
-0.02 |
| Omega: |
-5.69 |
| Rho: |
-0.02 |
Quote data
| Open: |
5.21 |
| High: |
5.21 |
| Low: |
5.21 |
| Previous Close: |
4.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.44% |
| 1 Month |
|
|
+49.28% |
| 3 Months |
|
|
+77.82% |
| YTD |
|
|
-13.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.95 |
4.94 |
| 1M High / 1M Low: |
6.73 |
3.49 |
| 6M High / 6M Low: |
7.50 |
2.47 |
| High (YTD): |
3/5/2024 |
7.50 |
| Low (YTD): |
6/13/2024 |
2.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.40% |
| Volatility 6M: |
|
143.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
