BVT Put 220 RCL 20.06.2025
/ DE000VC9FJ77
BVT Put 220 RCL 20.06.2025/ DE000VC9FJ77 /
| 24/01/2025 20:04:50 |
Chg.+0.070 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
+4.90% |
-
Bid Size: - |
-
Ask Size: - |
Royal Caribbean Grou... |
220.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
VC9FJ7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Royal Caribbean Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
26/11/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
-1.15 |
| Time value: |
1.54 |
| Break-even: |
194.23 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
1.99% |
| Delta: |
-0.35 |
| Theta: |
-0.06 |
| Omega: |
-5.05 |
| Rho: |
-0.37 |
Quote data
| Open: |
1.370 |
| High: |
1.500 |
| Low: |
1.350 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.78% |
| 1 Month |
|
|
-11.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
-14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.210 |
| 1M High / 1M Low: |
1.940 |
1.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
1.940 |
| Low (YTD): |
21/01/2025 |
1.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |