BVT Put 44 PAH3 20.06.2025
/ DE000VM7ZU46
BVT Put 44 PAH3 20.06.2025/ DE000VM7ZU46 /
8/23/2024 8:44:40 AM |
Chg.-0.010 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-1.79% |
- Bid Size: - |
- Ask Size: - |
PORSCHE AUTOM.HLDG V... |
44.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
VM7ZU4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
44.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
1/5/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.31 |
Historic volatility: |
0.22 |
Parity: |
0.32 |
Time value: |
0.25 |
Break-even: |
38.30 |
Moneyness: |
1.08 |
Premium: |
0.06 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
5.56% |
Delta: |
-0.51 |
Theta: |
0.00 |
Omega: |
-3.65 |
Rho: |
-0.22 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.51% |
1 Month |
|
|
+5.77% |
3 Months |
|
|
+52.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.550 |
1M High / 1M Low: |
0.680 |
0.500 |
6M High / 6M Low: |
0.680 |
0.270 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.562 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.594 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.439 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.90% |
Volatility 6M: |
|
88.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |