BVT Put 40 SLB 16.05.2025
/ DE000VG07MB6
BVT Put 40 SLB 16.05.2025/ DE000VG07MB6 /
| 24/01/2025 08:22:20 |
Chg.-0.013 |
Bid09:30:06 |
Ask09:30:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.155EUR |
-7.74% |
0.154
Bid Size: 55,000 |
0.164
Ask Size: 55,000 |
Schlumberger Ltd |
40.00 USD |
16/05/2025 |
Put |
Master data
| WKN: |
VG07MB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 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: |
-22.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-0.16 |
| Time value: |
0.18 |
| Break-even: |
36.66 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
5.99% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-8.01 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.155 |
| High: |
0.155 |
| Low: |
0.155 |
| Previous Close: |
0.168 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.76% |
| 1 Month |
|
|
-63.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
-60.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.206 |
0.096 |
| 1M High / 1M Low: |
0.390 |
0.096 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/01/2025 |
0.350 |
| Low (YTD): |
21/01/2025 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.137 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |