OverviewChartNewsTraderScreen

BVT Put 98 NEM 21.03.2025/  DE000VG2H1Z3  /

EUWAX
10/01/2025  18:09:30 Chg.-0.050 Bid19:23:56 Ask19:23:56 Underlying Strike price Expiration date Option type
0.650EUR -7.14% 0.620
Bid Size: 5,000		 0.650
Ask Size: 5,000		 NEMETSCHEK SE O.N. 98.00 EUR 21/03/2025 Put
 

Master data

WKN: VG2H1Z
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Put
Strike price: 98.00 EUR
Maturity: 21/03/2025
Issue date: 07/01/2025
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -12.68
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.17
Implied volatility: 0.42
Historic volatility: 0.28
Parity: 0.17
Time value: 0.60
Break-even: 90.40
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.37
Spread abs.: 0.05
Spread %: 7.04%
Delta: -0.49
Theta: -0.05
Omega: -6.20
Rho: -0.10
 

Quote data

Open: 0.710
High: 0.710
Low: 0.600
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -