BVT Put 35 FRE 21.03.2025
/ DE000VD4R783
BVT Put 35 FRE 21.03.2025/ DE000VD4R783 /
2024-09-26 8:17:42 AM |
Chg.-0.12 |
Bid5:36:01 PM |
Ask5:36:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.08EUR |
-5.45% |
2.10 Bid Size: 2,000 |
2.14 Ask Size: 2,000 |
FRESENIUS SE+CO.KGAA... |
35.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
VD4R78 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-23 |
Last trading day: |
2025-03-21 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-15.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.80 |
Intrinsic value: |
1.70 |
Implied volatility: |
0.17 |
Historic volatility: |
0.23 |
Parity: |
1.70 |
Time value: |
0.52 |
Break-even: |
32.78 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.08 |
Spread %: |
3.74% |
Delta: |
-0.59 |
Theta: |
0.00 |
Omega: |
-8.85 |
Rho: |
-0.11 |
Quote data
Open: |
2.08 |
High: |
2.08 |
Low: |
2.08 |
Previous Close: |
2.20 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.92% |
1 Month |
|
|
-10.34% |
3 Months |
|
|
-42.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.20 |
1.81 |
1M High / 1M Low: |
2.32 |
1.80 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.07 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |