BVT Put 160 AIR 17.01.2025
/ DE000VG05504
BVT Put 160 AIR 17.01.2025/ DE000VG05504 /
| 1/10/2025 4:46:20 PM |
Chg.-0.090 |
Bid5:04:35 PM |
Ask5:04:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-20.00% |
0.400
Bid Size: 28,000 |
0.410
Ask Size: 28,000 |
AIRBUS |
160.00 EUR |
1/17/2025 |
Put |
Master data
| WKN: |
VG0550 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
12/17/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-29.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
0.34 |
| Time value: |
0.20 |
| Break-even: |
154.60 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.09 |
| Spread %: |
20.00% |
| Delta: |
-0.64 |
| Theta: |
-0.22 |
| Omega: |
-18.51 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.330 |
| High: |
0.360 |
| Low: |
0.310 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-43.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.330 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.450 |
| Low (YTD): |
1/8/2025 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| 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: |
|
- |