BVT Put 15 XCA 21.03.2025
/ DE000VD45A72
BVT Put 15 XCA 21.03.2025/ DE000VD45A72 /
| 1/24/2025 9:12:17 AM |
Chg.-0.150 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-14.42% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
15.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VD45A7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/29/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.76 |
| Time value: |
0.22 |
| Break-even: |
14.03 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
7.78% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-9.88 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.93% |
| 1 Month |
|
|
-57.62% |
| 3 Months |
|
|
-29.37% |
| YTD |
|
|
-49.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.890 |
| 1M High / 1M Low: |
2.080 |
0.890 |
| 6M High / 6M Low: |
2.630 |
0.890 |
| High (YTD): |
1/7/2025 |
1.850 |
| Low (YTD): |
1/24/2025 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.601 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.56% |
| Volatility 6M: |
|
143.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |