BVT Put 15 XCA 21.03.2025
/ DE000VD45A72
BVT Put 15 XCA 21.03.2025/ DE000VD45A72 /
| 09/01/2025 20:05:55 |
Chg.-0.100 |
Bid08:30:08 |
Ask08:30:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-5.75% |
1.660
Bid Size: 6,000 |
1.710
Ask Size: 6,000 |
CREDIT AGRICOLE INH.... |
15.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
VD45A7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
29/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
1.64 |
| Time value: |
0.16 |
| Break-even: |
13.20 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
5.26% |
| Delta: |
-0.76 |
| Theta: |
0.00 |
| Omega: |
-5.67 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.690 |
| High: |
1.690 |
| Low: |
1.610 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.89% |
| 1 Month |
|
|
-13.68% |
| 3 Months |
|
|
+15.49% |
| YTD |
|
|
-5.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.640 |
| 1M High / 1M Low: |
2.050 |
1.640 |
| 6M High / 6M Low: |
2.550 |
1.050 |
| High (YTD): |
03/01/2025 |
1.820 |
| Low (YTD): |
09/01/2025 |
1.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.852 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.627 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.38% |
| Volatility 6M: |
|
128.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |