BVT Put 38 CRIN 20.03.2025
/ DE000VD58JK3
BVT Put 38 CRIN 20.03.2025/ DE000VD58JK3 /
| 23/01/2025 20:06:17 |
Chg.-0.210 |
Bid09:35:55 |
Ask09:35:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-33.33% |
0.370
Bid Size: 15,000 |
0.390
Ask Size: 15,000 |
UNICREDIT |
38.00 EUR |
20/03/2025 |
Put |
Master data
| WKN: |
VD58JK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 EUR |
| Maturity: |
20/03/2025 |
| Issue date: |
16/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-62.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-4.45 |
| Time value: |
0.68 |
| Break-even: |
37.32 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.06 |
| Spread %: |
9.68% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-11.88 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.420 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.36% |
| 1 Month |
|
|
-80.37% |
| 3 Months |
|
|
-82.20% |
| YTD |
|
|
-76.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.420 |
| 1M High / 1M Low: |
2.000 |
0.420 |
| 6M High / 6M Low: |
6.820 |
0.420 |
| High (YTD): |
02/01/2025 |
2.000 |
| Low (YTD): |
23/01/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.884 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.91% |
| Volatility 6M: |
|
179.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |