BVT Put 520 3HM 21.03.2025
/ DE000VD92U21
BVT Put 520 3HM 21.03.2025/ DE000VD92U21 /
| 24/01/2025 20:05:08 |
Chg.-0.001 |
Bid21:57:48 |
Ask21:57:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-1.33% |
-
Bid Size: - |
-
Ask Size: - |
MSCI INC. A D... |
520.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VD92U2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI INC. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
16/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-83.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-0.71 |
| Time value: |
0.07 |
| Break-even: |
512.90 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.01 |
| Spread %: |
16.39% |
| Delta: |
-0.15 |
| Theta: |
-0.17 |
| Omega: |
-12.84 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.069 |
| High: |
0.074 |
| Low: |
0.069 |
| Previous Close: |
0.075 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.64% |
| 1 Month |
|
|
-30.84% |
| 3 Months |
|
|
-62.24% |
| YTD |
|
|
-21.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.067 |
| 1M High / 1M Low: |
0.141 |
0.067 |
| 6M High / 6M Low: |
0.490 |
0.067 |
| High (YTD): |
13/01/2025 |
0.141 |
| Low (YTD): |
21/01/2025 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.95% |
| Volatility 6M: |
|
129.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |