BVT Put 22.25 DTE 20.12.2024
/ DE000VD3VNM7
BVT Put 22.25 DTE 20.12.2024/ DE000VD3VNM7 /
| 2024-05-31 8:54:06 AM |
Chg.-0.22 |
Bid10:29:08 AM |
Ask10:29:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-18.80% |
0.82
Bid Size: 92,000 |
0.83
Ask Size: 92,000 |
DT.TELEKOM AG NA |
22.25 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VD3VNM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.25 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.16 |
| Parity: |
0.24 |
| Time value: |
0.74 |
| Break-even: |
21.27 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
4.26% |
| Delta: |
-0.44 |
| Theta: |
0.00 |
| Omega: |
-9.95 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.39% |
| 1 Month |
|
|
-20.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.06 |
| 1M High / 1M Low: |
1.30 |
0.89 |
| 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: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
