BVT Put 55 SHL 20.06.2025
/ DE000VD0LDG7
BVT Put 55 SHL 20.06.2025/ DE000VD0LDG7 /
| 2024-11-14 8:17:33 AM |
Chg.+0.040 |
Bid2:03:09 PM |
Ask2:03:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+5.80% |
0.710
Bid Size: 158,000 |
0.720
Ask Size: 158,000 |
SIEMENS HEALTH.AG NA... |
55.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
VD0LDG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
0.52 |
| Time value: |
0.24 |
| Break-even: |
47.40 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
4.11% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-3.77 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.06% |
| 1 Month |
|
|
+40.38% |
| 3 Months |
|
|
+7.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.560 |
| 1M High / 1M Low: |
0.870 |
0.510 |
| 6M High / 6M Low: |
0.880 |
0.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.73% |
| Volatility 6M: |
|
119.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
