BVT Put 16.5 CBK 17.01.2025
/ DE000VC64QR3
BVT Put 16.5 CBK 17.01.2025/ DE000VC64QR3 /
| 09/01/2025 08:25:17 |
Chg.- |
Bid08:06:45 |
Ask08:06:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
16.50 EUR |
17/01/2025 |
Put |
Master data
| WKN: |
VC64QR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.50 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
04/11/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-33.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
0.19 |
| Time value: |
0.30 |
| Break-even: |
16.01 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.09 |
| Spread %: |
22.50% |
| Delta: |
-0.56 |
| Theta: |
-0.02 |
| Omega: |
-18.65 |
| Rho: |
0.00 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.90% |
| 1 Month |
|
|
-71.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
-64.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.400 |
| 1M High / 1M Low: |
1.480 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2025 |
1.050 |
| Low (YTD): |
09/01/2025 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |