BVT Put 240 RCL 21.03.2025
/ DE000VC9FJ51
BVT Put 240 RCL 21.03.2025/ DE000VC9FJ51 /
| 1/23/2025 8:05:06 PM |
Chg.+0.070 |
Bid8:01:48 AM |
Ask8:01:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
+4.67% |
1.490
Bid Size: 400 |
1.710
Ask Size: 400 |
Royal Caribbean Grou... |
240.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VC9FJ5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Royal Caribbean Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/26/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
0.43 |
| Time value: |
1.21 |
| Break-even: |
214.19 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.03 |
| Spread %: |
1.86% |
| Delta: |
-0.50 |
| Theta: |
-0.12 |
| Omega: |
-6.95 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.700 |
| High: |
1.700 |
| Low: |
1.570 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.35% |
| 1 Month |
|
|
-16.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
-21.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.230 |
| 1M High / 1M Low: |
2.330 |
1.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
2.330 |
| Low (YTD): |
1/21/2025 |
1.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.920 |
| Avg. volume 1M: |
|
451.556 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |