BVT Put 10 FTE 19.09.2025
/ DE000VC45046
BVT Put 10 FTE 19.09.2025/ DE000VC45046 /
| 09/01/2025 20:07:06 |
Chg.-0.040 |
Bid08:05:48 |
Ask08:05:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-4.60% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
10.00 EUR |
19/09/2025 |
Put |
Master data
| WKN: |
VC4504 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 EUR |
| Maturity: |
19/09/2025 |
| Issue date: |
03/10/2024 |
| Last trading day: |
19/09/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
0.39 |
| Time value: |
0.53 |
| Break-even: |
9.08 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
6.98% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-5.18 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.830 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.60% |
| 1 Month |
|
|
+1.22% |
| 3 Months |
|
|
+10.67% |
| YTD |
|
|
-4.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.830 |
| 1M High / 1M Low: |
1.000 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
0.900 |
| Low (YTD): |
09/01/2025 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.897 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |