BVT Put 380 LOR 21.03.2025
/ DE000VD3HXM5
BVT Put 380 LOR 21.03.2025/ DE000VD3HXM5 /
| 1/23/2025 4:54:29 PM |
Chg.-0.230 |
Bid6:15:42 PM |
Ask6:15:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.180EUR |
-6.74% |
3.090
Bid Size: 2,000 |
3.250
Ask Size: 2,000 |
L OREAL INH. E... |
380.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD3HXM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
3.04 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
3.04 |
| Time value: |
0.70 |
| Break-even: |
342.70 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.22 |
| Spread %: |
6.27% |
| Delta: |
-0.70 |
| Theta: |
-0.12 |
| Omega: |
-6.52 |
| Rho: |
-0.44 |
Quote data
| Open: |
3.540 |
| High: |
3.540 |
| Low: |
3.180 |
| Previous Close: |
3.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.73% |
| 1 Month |
|
|
-28.54% |
| 3 Months |
|
|
-3.64% |
| YTD |
|
|
-25.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.400 |
3.410 |
| 1M High / 1M Low: |
5.510 |
3.410 |
| 6M High / 6M Low: |
6.310 |
1.260 |
| High (YTD): |
1/14/2025 |
5.510 |
| Low (YTD): |
1/22/2025 |
3.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.318 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.80% |
| Volatility 6M: |
|
175.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |