BVT Put 2000 MELI 21.03.2025
/ DE000VC2CZG6
BVT Put 2000 MELI 21.03.2025/ DE000VC2CZG6 /
| 1/23/2025 9:12:48 AM |
Chg.+0.20 |
Bid7:35:59 PM |
Ask7:35:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
+10.00% |
2.09
Bid Size: 43,000 |
2.11
Ask Size: 43,000 |
MercadoLibre Inc |
2,000.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VC2CZG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MercadoLibre Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,000.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/19/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.36 |
| Parity: |
1.60 |
| Time value: |
0.52 |
| Break-even: |
1,734.35 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
-0.66 |
| Theta: |
-0.77 |
| Omega: |
-5.54 |
| Rho: |
-2.36 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
-23.88% |
| 3 Months |
|
|
+53.85% |
| YTD |
|
|
-25.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
2.00 |
| 1M High / 1M Low: |
3.01 |
2.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
3.01 |
| Low (YTD): |
1/22/2025 |
2.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |