BVT Put 27 RWE 21.02.2025
/ DE000VG25122
BVT Put 27 RWE 21.02.2025/ DE000VG25122 /
| 24/01/2025 08:19:57 |
Chg.-0.001 |
Bid13:34:17 |
Ask13:34:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
-4.55% |
0.026
Bid Size: 146,000 |
0.036
Ask Size: 146,000 |
RWE AG INH O.N. |
27.00 EUR |
21/02/2025 |
Put |
Master data
| WKN: |
VG2512 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RWE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
14/01/2025 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-87.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-0.19 |
| Time value: |
0.03 |
| Break-even: |
26.67 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.63 |
| Spread abs.: |
0.01 |
| Spread %: |
43.48% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-18.40 |
| Rho: |
0.00 |
Quote data
| Open: |
0.021 |
| High: |
0.021 |
| Low: |
0.021 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.022 |
0.015 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.019 |
| 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: |
|
- |