BVT Put 90 TLT.SO 16.05.2025
/ DE000VC9W9Y2
BVT Put 90 TLT.SO 16.05.2025/ DE000VC9W9Y2 /
| 24/01/2025 09:11:43 |
Chg.-0.020 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-4.65% |
-
Bid Size: - |
-
Ask Size: - |
iShares 20 Plus Year... |
90.00 - |
16/05/2025 |
Put |
Master data
| WKN: |
VC9W9Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
iShares 20 Plus Year Treasury Bond ETF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 - |
| Maturity: |
16/05/2025 |
| Issue date: |
02/12/2024 |
| Last trading day: |
16/05/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
- |
| Historic volatility: |
0.13 |
| Parity: |
0.69 |
| Time value: |
-0.24 |
| Break-even: |
85.50 |
| Moneyness: |
1.08 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.58% |
| 1 Month |
|
|
+13.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
-10.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.400 |
| 1M High / 1M Low: |
0.630 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/01/2025 |
0.630 |
| Low (YTD): |
21/01/2025 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |