BVT Put 24 LDO 19.06.2025
/ DE000VC8FUG7
BVT Put 24 LDO 19.06.2025/ DE000VC8FUG7 /
| 1/24/2025 8:41:30 AM |
Chg.0.000 |
Bid6:10:34 PM |
Ask6:10:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
0.00% |
0.730
Bid Size: 4,200 |
0.760
Ask Size: 4,200 |
LEONARDO |
24.00 EUR |
6/19/2025 |
Put |
Master data
| WKN: |
VC8FUG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
6/19/2025 |
| Issue date: |
11/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-43.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
-5.71 |
| Time value: |
0.69 |
| Break-even: |
23.31 |
| Moneyness: |
0.81 |
| Premium: |
0.22 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.04 |
| Spread %: |
6.15% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-6.70 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.75% |
| 1 Month |
|
|
-57.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
-55.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.650 |
| 1M High / 1M Low: |
1.470 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
1.330 |
| Low (YTD): |
1/23/2025 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |