BVT Put 42 SHL 20.06.2025
/ DE000VM7ZXW6
BVT Put 42 SHL 20.06.2025/ DE000VM7ZXW6 /
| 14/11/2024 17:03:49 |
Chg.-0.010 |
Bid17:13:54 |
Ask17:13:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.127EUR |
-7.30% |
0.125
Bid Size: 220,000 |
0.135
Ask Size: 220,000 |
SIEMENS HEALTH.AG NA... |
42.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
VM7ZXW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
05/01/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-33.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-0.78 |
| Time value: |
0.15 |
| Break-even: |
40.50 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-6.34 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.138 |
| High: |
0.138 |
| Low: |
0.127 |
| Previous Close: |
0.137 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.69% |
| 1 Month |
|
|
+33.68% |
| 3 Months |
|
|
-13.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.137 |
0.107 |
| 1M High / 1M Low: |
0.193 |
0.095 |
| 6M High / 6M Low: |
0.205 |
0.095 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.135 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.69% |
| Volatility 6M: |
|
122.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
