BVT Put 2100 MELI 21.03.2025
/ DE000VC3Z2P8
BVT Put 2100 MELI 21.03.2025/ DE000VC3Z2P8 /
| 1/23/2025 4:57:24 PM |
Chg.+0.030 |
Bid7:39:22 PM |
Ask7:39:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
+1.01% |
2.840
Bid Size: 37,000 |
2.860
Ask Size: 37,000 |
MercadoLibre Inc |
2,100.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VC3Z2P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MercadoLibre Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,100.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/16/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.78 |
| Intrinsic value: |
2.57 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.36 |
| Parity: |
2.57 |
| Time value: |
0.31 |
| Break-even: |
1,755.67 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
-0.75 |
| Theta: |
-0.64 |
| Omega: |
-4.67 |
| Rho: |
-2.77 |
Quote data
| Open: |
2.920 |
| High: |
3.010 |
| Low: |
2.920 |
| Previous Close: |
2.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.50% |
| 1 Month |
|
|
-19.95% |
| 3 Months |
|
|
+52.79% |
| YTD |
|
|
-21.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.980 |
2.720 |
| 1M High / 1M Low: |
3.810 |
2.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/10/2025 |
3.730 |
| Low (YTD): |
1/20/2025 |
2.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |