BVT Put 11.5 XCA 21.03.2025
/ DE000VG06CS3
BVT Put 11.5 XCA 21.03.2025/ DE000VG06CS3 /
| 1/23/2025 8:22:09 AM |
Chg.+0.003 |
Bid6:17:34 PM |
Ask6:17:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
+6.25% |
0.029
Bid Size: 10,000 |
0.072
Ask Size: 10,000 |
CREDIT AGRICOLE INH.... |
11.50 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VG06CS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
12/17/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-200.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
-2.57 |
| Time value: |
0.07 |
| Break-even: |
11.43 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
2.00 |
| Spread abs.: |
0.02 |
| Spread %: |
34.62% |
| Delta: |
-0.07 |
| Theta: |
0.00 |
| Omega: |
-14.35 |
| Rho: |
0.00 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.048 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.70% |
| 1 Month |
|
|
-72.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
-63.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.048 |
| 1M High / 1M Low: |
0.188 |
0.048 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
0.137 |
| Low (YTD): |
1/22/2025 |
0.048 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |