BVT Put 100 NEM 21.03.2025
/ DE000VC5VS21
BVT Put 100 NEM 21.03.2025/ DE000VC5VS21 /
| 1/10/2025 6:12:33 PM |
Chg.-0.070 |
Bid8:22:28 PM |
Ask8:22:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-8.75% |
0.700
Bid Size: 4,300 |
0.750
Ask Size: 4,300 |
NEMETSCHEK SE O.N. |
100.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VC5VS2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/14/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
0.37 |
| Time value: |
0.49 |
| Break-even: |
91.50 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.05 |
| Spread %: |
6.25% |
| Delta: |
-0.54 |
| Theta: |
-0.04 |
| Omega: |
-6.09 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.680 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.96% |
| 1 Month |
|
|
-3.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
-22.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.800 |
| 1M High / 1M Low: |
1.080 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.960 |
| Low (YTD): |
1/9/2025 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.914 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |