BVT Put 52 SHL 20.06.2025
/ DE000VM7ZYS2
BVT Put 52 SHL 20.06.2025/ DE000VM7ZYS2 /
| 11/14/2024 8:44:01 AM |
Chg.+0.040 |
Bid8:00:12 PM |
Ask8:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+8.33% |
0.490
Bid Size: 20,000 |
0.520
Ask Size: 20,000 |
SIEMENS HEALTH.AG NA... |
52.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
VM7ZYS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/5/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.22 |
| Time value: |
0.33 |
| Break-even: |
46.50 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-4.45 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.56% |
| 1 Month |
|
|
+40.54% |
| 3 Months |
|
|
+4.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.380 |
| 1M High / 1M Low: |
0.650 |
0.360 |
| 6M High / 6M Low: |
0.650 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.16% |
| Volatility 6M: |
|
120.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
