BVT Put 135 AMD 10.01.2025/  DE000VG2N6N0  /

EUWAX
1/9/2025  8:46:50 AM Chg.+0.13 Bid4:39:50 PM Ask4:39:50 PM Underlying Strike price Expiration date Option type
1.44EUR +9.92% 1.38
Bid Size: 2,600
1.39
Ask Size: 2,600
Advanced Micro Devic... 135.00 USD 1/10/2025 Put
 

Master data

WKN: VG2N6N
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Advanced Micro Devices Inc
Type: Warrant
Option type: Put
Strike price: 135.00 USD
Maturity: 1/10/2025
Issue date: 1/8/2025
Last trading day: 1/10/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.09
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.28
Implied volatility: 1.31
Historic volatility: 0.45
Parity: 1.28
Time value: 0.02
Break-even: 117.90
Moneyness: 1.11
Premium: 0.00
Premium p.a.: 1.10
Spread abs.: 0.01
Spread %: 0.78%
Delta: -0.93
Theta: -0.54
Omega: -8.44
Rho: 0.00
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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6M High / 6M Low: - -
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Low (YTD): - -
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52W Low: - -
Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -