BVT Put 17.5 DBK 21.02.2025
/ DE000VC961K4
BVT Put 17.5 DBK 21.02.2025/ DE000VC961K4 /
| 24/01/2025 08:44:02 |
Chg.-0.070 |
Bid15:33:04 |
Ask15:33:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-23.33% |
0.240
Bid Size: 66,000 |
0.250
Ask Size: 66,000 |
DEUTSCHE BANK AG NA ... |
17.50 EUR |
21/02/2025 |
Put |
Master data
| WKN: |
VC961K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17.50 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
05/12/2024 |
| Last trading day: |
21/02/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-70.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
-1.55 |
| Time value: |
0.27 |
| Break-even: |
17.23 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
2.29 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-14.62 |
| Rho: |
0.00 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-84.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
-83.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.300 |
| 1M High / 1M Low: |
1.510 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
1.270 |
| Low (YTD): |
23/01/2025 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.872 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |