BVT Put 110 NEM 21.03.2025
/ DE000VC7M804
BVT Put 110 NEM 21.03.2025/ DE000VC7M804 /
| 10/01/2025 10:25:48 |
Chg.-0.180 |
Bid19:45:32 |
Ask19:45:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
-11.92% |
1.320
Bid Size: 3,000 |
1.380
Ask Size: 3,000 |
NEMETSCHEK SE O.N. |
110.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
VC7M80 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/11/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
1.37 |
| Time value: |
0.21 |
| Break-even: |
94.30 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
5.37% |
| Delta: |
-0.73 |
| Theta: |
-0.03 |
| Omega: |
-4.47 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.330 |
| High: |
1.330 |
| Low: |
1.330 |
| Previous Close: |
1.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
-22.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.510 |
| 1M High / 1M Low: |
1.860 |
1.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2025 |
1.710 |
| Low (YTD): |
09/01/2025 |
1.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |