BVT Put 14 XCA 21.03.2025
/ DE000VD3HY21
BVT Put 14 XCA 21.03.2025/ DE000VD3HY21 /
| 1/9/2025 8:53:15 AM |
Chg.- |
Bid8:06:44 AM |
Ask8:06:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
14.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VD3HY2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.64 |
| Time value: |
0.29 |
| Break-even: |
13.07 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
6.90% |
| Delta: |
-0.62 |
| Theta: |
0.00 |
| Omega: |
-8.95 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
-8.91% |
| 3 Months |
|
|
+10.84% |
| YTD |
|
|
-3.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.840 |
| 1M High / 1M Low: |
1.190 |
0.840 |
| 6M High / 6M Low: |
1.670 |
0.610 |
| High (YTD): |
1/6/2025 |
0.950 |
| Low (YTD): |
1/7/2025 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.964 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.60% |
| Volatility 6M: |
|
168.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |