BVT Put 240 RCL 17.01.2025
/ DE000VC9X005
BVT Put 240 RCL 17.01.2025/ DE000VC9X005 /
| 1/9/2025 7:41:16 PM |
Chg.-0.190 |
Bid8:01:08 AM |
Ask8:01:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
-13.29% |
1.310
Bid Size: 1,500 |
1.750
Ask Size: 1,500 |
Royal Caribbean Grou... |
240.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
VC9X00 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Royal Caribbean Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
1.31 |
| Time value: |
0.06 |
| Break-even: |
219.01 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
2.24% |
| Delta: |
-0.87 |
| Theta: |
-0.13 |
| Omega: |
-13.90 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.390 |
| High: |
1.390 |
| Low: |
1.240 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.80% |
| 1 Month |
|
|
+58.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
+3.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.240 |
| 1M High / 1M Low: |
1.550 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.550 |
| Low (YTD): |
1/9/2025 |
1.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |