BVT Put 23 LDO 20.03.2025
/ DE000VD7MSC7
BVT Put 23 LDO 20.03.2025/ DE000VD7MSC7 /
| 24/01/2025 09:27:09 |
Chg.+0.003 |
Bid10:26:33 |
Ask10:26:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.182EUR |
+1.68% |
0.181
Bid Size: 15,000 |
0.198
Ask Size: 15,000 |
LEONARDO |
23.00 - |
20/03/2025 |
Put |
Master data
| WKN: |
VD7MSC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
23.00 - |
| Maturity: |
20/03/2025 |
| Issue date: |
10/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-149.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.31 |
| Parity: |
-6.71 |
| Time value: |
0.20 |
| Break-even: |
22.80 |
| Moneyness: |
0.77 |
| Premium: |
0.23 |
| Premium p.a.: |
3.01 |
| Spread abs.: |
0.02 |
| Spread %: |
9.34% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-10.86 |
| Rho: |
0.00 |
Quote data
| Open: |
0.182 |
| High: |
0.182 |
| Low: |
0.182 |
| Previous Close: |
0.179 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.17% |
| 1 Month |
|
|
-70.65% |
| 3 Months |
|
|
-92.16% |
| YTD |
|
|
-69.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.179 |
| 1M High / 1M Low: |
0.600 |
0.179 |
| 6M High / 6M Low: |
4.030 |
0.179 |
| High (YTD): |
03/01/2025 |
0.500 |
| Low (YTD): |
23/01/2025 |
0.179 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.217 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.359 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.950 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.58% |
| Volatility 6M: |
|
186.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |