BVT Put 130 AMD 07.02.2025
/ DE000VG2N320
BVT Put 130 AMD 07.02.2025/ DE000VG2N320 /
| 1/24/2025 10:35:21 AM |
Chg.-0.050 |
Bid12:08:28 PM |
Ask12:08:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-5.10% |
0.930
Bid Size: 39,000 |
0.940
Ask Size: 39,000 |
Advanced Micro Devic... |
130.00 USD |
2/7/2025 |
Put |
Master data
| WKN: |
VG2N32 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Advanced Micro Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2/7/2025 |
| Issue date: |
1/8/2025 |
| Last trading day: |
2/7/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.44 |
| Parity: |
0.67 |
| Time value: |
0.34 |
| Break-even: |
114.71 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
-0.64 |
| Theta: |
-0.20 |
| Omega: |
-7.45 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.42% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.960 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |