BVT Put 280 MCD 21.02.2025
/ DE000VG0U7R2
BVT Put 280 MCD 21.02.2025/ DE000VG0U7R2 /
| 1/24/2025 8:43:06 AM |
Chg.-0.120 |
Bid11:41:57 AM |
Ask11:41:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-19.67% |
0.500
Bid Size: 12,000 |
0.530
Ask Size: 12,000 |
McDonalds Corp |
280.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
VG0U7R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/12/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-54.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.43 |
| Time value: |
0.50 |
| Break-even: |
263.82 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.38 |
| Theta: |
-0.11 |
| Omega: |
-20.83 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.99% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
+28.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.550 |
| 1M High / 1M Low: |
0.720 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
0.720 |
| Low (YTD): |
1/6/2025 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |