BVT Put 48 PAH3 20.06.2025
/ DE000VM7ZUS0
BVT Put 48 PAH3 20.06.2025/ DE000VM7ZUS0 /
| 11/1/2024 8:41:26 AM |
Chg.- |
Bid8:00:11 AM |
Ask8:00:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
- |
1.06
Bid Size: 10,000 |
1.08
Ask Size: 10,000 |
PORSCHE AUTOM.HLDG V... |
48.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
VM7ZUS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/5/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
0.98 |
| Time value: |
0.12 |
| Break-even: |
37.00 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
3.77% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-2.38 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.42% |
| 1 Month |
|
|
+10.31% |
| 3 Months |
|
|
+21.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.86 |
| 1M High / 1M Low: |
1.07 |
0.86 |
| 6M High / 6M Low: |
1.07 |
0.42 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.44% |
| Volatility 6M: |
|
88.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
