BVT Put 240 RCL 18.07.2025
/ DE000VG01T47
BVT Put 240 RCL 18.07.2025/ DE000VG01T47 /
| 1/24/2025 9:12:41 AM |
Chg.-0.09 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
-3.70% |
-
Bid Size: - |
-
Ask Size: - |
Royal Caribbean Grou... |
240.00 USD |
7/18/2025 |
Put |
Master data
| WKN: |
VG01T4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Royal Caribbean Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
7/18/2025 |
| Issue date: |
12/16/2024 |
| Last trading day: |
7/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
0.75 |
| Time value: |
1.84 |
| Break-even: |
202.79 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.17% |
| Delta: |
-0.48 |
| Theta: |
-0.06 |
| Omega: |
-4.08 |
| Rho: |
-0.63 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.69% |
| 1 Month |
|
|
-11.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
-16.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
2.16 |
| 1M High / 1M Low: |
3.14 |
2.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
3.14 |
| Low (YTD): |
1/22/2025 |
2.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |