BVT Put 42 SHL 19.12.2025
/ DE000VD87RK5
BVT Put 42 SHL 19.12.2025/ DE000VD87RK5 /
| 11/14/2024 8:44:21 AM |
Chg.+0.007 |
Bid7:04:20 PM |
Ask7:04:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+3.00% |
0.227
Bid Size: 33,000 |
0.237
Ask Size: 33,000 |
SIEMENS HEALTH.AG NA... |
42.00 EUR |
12/19/2025 |
Put |
Master data
| WKN: |
VD87RK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
7/4/2024 |
| Last trading day: |
12/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
-0.78 |
| Time value: |
0.25 |
| Break-even: |
39.50 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-4.36 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.233 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.13% |
| 1 Month |
|
|
+34.83% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.235 |
0.194 |
| 1M High / 1M Low: |
0.300 |
0.172 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
