BVT Put 250 RCL 20.06.2025
/ DE000VG01TW0
BVT Put 250 RCL 20.06.2025/ DE000VG01TW0 /
| 1/24/2025 9:12:40 AM |
Chg.-0.13 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.69EUR |
-4.61% |
-
Bid Size: - |
-
Ask Size: - |
Royal Caribbean Grou... |
250.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VG01TW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Royal Caribbean Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/16/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
1.71 |
| Time value: |
1.28 |
| Break-even: |
208.31 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.01% |
| Delta: |
-0.56 |
| Theta: |
-0.06 |
| Omega: |
-4.11 |
| Rho: |
-0.61 |
Quote data
| Open: |
2.69 |
| High: |
2.69 |
| Low: |
2.69 |
| Previous Close: |
2.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.03% |
| 1 Month |
|
|
-9.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
-15.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.48 |
| 1M High / 1M Low: |
3.62 |
2.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
3.62 |
| Low (YTD): |
1/22/2025 |
2.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |