BVT Put 24 INTC 21.02.2025
/ DE000VC5PGN7
BVT Put 24 INTC 21.02.2025/ DE000VC5PGN7 /
| 1/24/2025 8:39:46 AM |
Chg.+0.07 |
Bid10:36:14 AM |
Ask10:36:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.13EUR |
+2.29% |
3.07
Bid Size: 9,000 |
3.14
Ask Size: 9,000 |
Intel Corporation |
24.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
VC5PGN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
10/10/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.66 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.49 |
| Parity: |
2.33 |
| Time value: |
0.78 |
| Break-even: |
19.93 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
-0.66 |
| Theta: |
-0.03 |
| Omega: |
-4.43 |
| Rho: |
-0.01 |
Quote data
| Open: |
3.13 |
| High: |
3.13 |
| Low: |
3.13 |
| Previous Close: |
3.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.36% |
| 1 Month |
|
|
-33.69% |
| 3 Months |
|
|
-12.57% |
| YTD |
|
|
-26.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.56 |
2.80 |
| 1M High / 1M Low: |
5.19 |
2.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
5.19 |
| Low (YTD): |
1/22/2025 |
2.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |