BVT Put 38 SLB 16.05.2025
/ DE000VG07MH3
BVT Put 38 SLB 16.05.2025/ DE000VG07MH3 /
| 24/01/2025 19:59:16 |
Chg.-0.010 |
Bid20:46:45 |
Ask20:46:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-10.42% |
0.086
Bid Size: 200,000 |
0.096
Ask Size: 200,000 |
Schlumberger Ltd |
38.00 USD |
16/05/2025 |
Put |
Master data
| WKN: |
VG07MH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 USD |
| Maturity: |
16/05/2025 |
| Issue date: |
17/12/2024 |
| Last trading day: |
16/05/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-38.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
-0.39 |
| Time value: |
0.11 |
| Break-even: |
35.42 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
10.42% |
| Delta: |
-0.24 |
| Theta: |
-0.01 |
| Omega: |
-9.01 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.094 |
| High: |
0.099 |
| Low: |
0.086 |
| Previous Close: |
0.096 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.30% |
| 1 Month |
|
|
-73.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
-68.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.096 |
0.056 |
| 1M High / 1M Low: |
0.280 |
0.056 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.260 |
| Low (YTD): |
20/01/2025 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |