BVT Put 140 AMD 24.01.2025
/ DE000VG2N6P5
BVT Put 140 AMD 24.01.2025/ DE000VG2N6P5 /
| 23/01/2025 10:12:27 |
Chg.+0.120 |
Bid10:38:33 |
Ask10:38:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
+7.74% |
1.680
Bid Size: 26,000 |
1.700
Ask Size: 26,000 |
Advanced Micro Devic... |
140.00 USD |
24/01/2025 |
Put |
Master data
| WKN: |
VG2N6P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Advanced Micro Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
24/01/2025 |
| Issue date: |
08/01/2025 |
| Last trading day: |
24/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
1.43 |
| Historic volatility: |
0.44 |
| Parity: |
1.56 |
| Time value: |
0.02 |
| Break-even: |
118.71 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
-0.95 |
| Theta: |
-0.48 |
| Omega: |
-7.12 |
| Rho: |
0.00 |
Quote data
| Open: |
1.670 |
| High: |
1.670 |
| Low: |
1.670 |
| Previous Close: |
1.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.14% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.550 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |