BVT Put 11.5 8TI 20.02.2025
/ DE000VC962R7
BVT Put 11.5 8TI 20.02.2025/ DE000VC962R7 /
| 1/23/2025 7:45:19 PM |
Chg.-0.013 |
Bid9:58:21 PM |
Ask9:58:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.152EUR |
-7.88% |
-
Bid Size: - |
-
Ask Size: - |
STELLANTIS NV EO... |
11.50 EUR |
2/20/2025 |
Put |
Master data
| WKN: |
VC962R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STELLANTIS NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.50 EUR |
| Maturity: |
2/20/2025 |
| Issue date: |
12/5/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-65.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.34 |
| Parity: |
-1.19 |
| Time value: |
0.19 |
| Break-even: |
11.31 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
2.86 |
| Spread abs.: |
0.02 |
| Spread %: |
12.87% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-13.06 |
| Rho: |
0.00 |
Quote data
| Open: |
0.176 |
| High: |
0.176 |
| Low: |
0.151 |
| Previous Close: |
0.165 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.33% |
| 1 Month |
|
|
-58.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
-43.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.165 |
| 1M High / 1M Low: |
0.370 |
0.165 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
0.370 |
| Low (YTD): |
1/22/2025 |
0.165 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |