BVT Put 24 FRE 20.12.2024
/ DE000VM70C36
BVT Put 24 FRE 20.12.2024/ DE000VM70C36 /
| 2024-06-24 8:40:32 AM |
Chg.+0.010 |
Bid10:24:17 AM |
Ask10:24:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+2.78% |
0.380
Bid Size: 23,000 |
0.390
Ask Size: 23,000 |
FRESENIUS SE+CO.KGAA... |
24.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VM70C3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-70.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-4.07 |
| Time value: |
0.40 |
| Break-even: |
23.60 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
-0.14 |
| Theta: |
0.00 |
| Omega: |
-10.07 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.33% |
| 1 Month |
|
|
-5.13% |
| 3 Months |
|
|
-53.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.300 |
| 1M High / 1M Low: |
0.390 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
