BVT Put 17 CBK 17.01.2025
/ DE000VC64Q55
BVT Put 17 CBK 17.01.2025/ DE000VC64Q55 /
| 1/9/2025 4:54:35 PM |
Chg.-0.390 |
Bid5:11:18 PM |
Ask5:11:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-47.56% |
0.470
Bid Size: 31,000 |
0.480
Ask Size: 31,000 |
COMMERZBANK AG |
17.00 EUR |
1/17/2025 |
Put |
Master data
| WKN: |
VC64Q5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
11/4/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.32 |
| Parity: |
0.69 |
| Time value: |
0.21 |
| Break-even: |
16.10 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.12 |
| Spread %: |
15.38% |
| Delta: |
-0.70 |
| Theta: |
-0.03 |
| Omega: |
-12.66 |
| Rho: |
0.00 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.430 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.44% |
| 1 Month |
|
|
-80.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
-69.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
0.820 |
| 1M High / 1M Low: |
2.170 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.560 |
| Low (YTD): |
1/8/2025 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.593 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |