BVT Put 0.97 EURCHF 19.12.2025
/ DE000VD9PUT6
BVT Put 0.97 EURCHF 19.12.2025/ DE000VD9PUT6 /
| 23/01/2025 19:06:20 |
Chg.-0.15 |
Bid19:14:34 |
Ask19:14:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.29EUR |
-2.76% |
5.30
Bid Size: 37,000 |
5.31
Ask Size: 37,000 |
CROSSRATE EUR/CHF |
0.97 CHF |
19/12/2025 |
Put |
Master data
| WKN: |
VD9PUT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.97 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
10/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-18.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
2.77 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.05 |
| Parity: |
2.77 |
| Time value: |
2.70 |
| Break-even: |
0.97 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-8.77 |
| Rho: |
0.00 |
Quote data
| Open: |
5.52 |
| High: |
5.52 |
| Low: |
5.29 |
| Previous Close: |
5.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.28% |
| 1 Month |
|
|
-19.97% |
| 3 Months |
|
|
-23.99% |
| YTD |
|
|
-8.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.10 |
5.44 |
| 1M High / 1M Low: |
6.61 |
5.44 |
| 6M High / 6M Low: |
8.27 |
5.01 |
| High (YTD): |
02/01/2025 |
6.47 |
| Low (YTD): |
22/01/2025 |
5.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.26% |
| Volatility 6M: |
|
71.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |