BVT Put 1.07 EUR/USD 24.01.2025
/ DE000VC64997
BVT Put 1.07 EUR/USD 24.01.2025/ DE000VC64997 /
| 1/22/2025 8:04:49 PM |
Chg.+0.100 |
Bid8:11:57 AM |
Ask8:11:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.700EUR |
+3.85% |
2.950
Bid Size: 51,000 |
2.960
Ask Size: 51,000 |
- |
1.07 USD |
1/24/2025 |
Put |
Master data
| WKN: |
VC6499 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.07 USD |
| Maturity: |
1/24/2025 |
| Issue date: |
11/4/2024 |
| Last trading day: |
1/24/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-37.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.06 |
| Parity: |
2.60 |
| Time value: |
0.09 |
| Break-even: |
1.00 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
-0.89 |
| Theta: |
0.00 |
| Omega: |
-33.33 |
| Rho: |
0.00 |
Quote data
| Open: |
2.580 |
| High: |
2.700 |
| Low: |
2.490 |
| Previous Close: |
2.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.23% |
| 1 Month |
|
|
-5.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
-1.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.030 |
2.600 |
| 1M High / 1M Low: |
4.730 |
2.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
4.730 |
| Low (YTD): |
1/21/2025 |
2.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |