BVT Put 80 BMW 21.02.2025
/ DE000VG0LYX5
BVT Put 80 BMW 21.02.2025/ DE000VG0LYX5 /
| 1/23/2025 7:45:21 PM |
Chg.+0.030 |
Bid9:50:26 PM |
Ask9:50:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+7.89% |
-
Bid Size: - |
-
Ask Size: - |
BAY.MOTOREN WERKE AG... |
80.00 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
VG0LYX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/10/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.18 |
| Time value: |
0.22 |
| Break-even: |
76.00 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
-0.56 |
| Theta: |
-0.05 |
| Omega: |
-10.98 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.390 |
| High: |
0.420 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.00% |
| 1 Month |
|
|
-18.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+2.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.340 |
| 1M High / 1M Low: |
0.540 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.540 |
| Low (YTD): |
1/20/2025 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.447 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |