BVT Put 88 HEN3 19.12.2025
/ DE000VD9EMH2
BVT Put 88 HEN3 19.12.2025/ DE000VD9EMH2 /
| 06/11/2024 08:46:11 |
Chg.-0.10 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-8.77% |
-
Bid Size: - |
-
Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
88.00 EUR |
19/12/2025 |
Put |
Master data
| WKN: |
VD9EMH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
88.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.76 |
| Time value: |
0.36 |
| Break-even: |
76.80 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
4.67% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-3.80 |
| Rho: |
-0.60 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.59% |
| 1 Month |
|
|
+4.00% |
| 3 Months |
|
|
-18.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.04 |
| 1M High / 1M Low: |
1.14 |
0.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
