BVT Put 46 SHL 19.12.2025
/ DE000VD87RL3
BVT Put 46 SHL 19.12.2025/ DE000VD87RL3 /
| 14/11/2024 08:44:21 |
Chg.+0.010 |
Bid13:34:48 |
Ask13:34:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+2.86% |
0.350
Bid Size: 220,000 |
0.360
Ask Size: 220,000 |
SIEMENS HEALTH.AG NA... |
46.00 EUR |
19/12/2025 |
Put |
Master data
| WKN: |
VD87RL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
04/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-0.38 |
| Time value: |
0.38 |
| Break-even: |
42.20 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
-0.30 |
| Theta: |
-0.01 |
| Omega: |
-3.99 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+2.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.290 |
| 1M High / 1M Low: |
0.440 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
