BVT Put 44 PAH3 20.06.2025
/ DE000VM7ZU46
BVT Put 44 PAH3 20.06.2025/ DE000VM7ZU46 /
| 04/11/2024 08:42:58 |
Chg.-0.010 |
Bid10:12:18 |
Ask10:12:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-1.37% |
0.690
Bid Size: 73,000 |
0.700
Ask Size: 73,000 |
PORSCHE AUTOM.HLDG V... |
44.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
05/01/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.58 |
| Time value: |
0.17 |
| Break-even: |
36.50 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
4.17% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-3.11 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.91% |
| 1 Month |
|
|
+10.77% |
| 3 Months |
|
|
+22.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.550 |
| 1M High / 1M Low: |
0.730 |
0.550 |
| 6M High / 6M Low: |
0.730 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.609 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.499 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.28% |
| Volatility 6M: |
|
97.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
