BVT Put 39 DHER 17.01.2025
/ DE000VC64L01
BVT Put 39 DHER 17.01.2025/ DE000VC64L01 /
| 1/10/2025 9:20:58 AM |
Chg.+0.200 |
Bid1/10/2025 |
Ask1/10/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+22.99% |
1.070
Bid Size: 76,000 |
1.080
Ask Size: 76,000 |
DELIVERY HERO SE NA ... |
39.00 EUR |
1/17/2025 |
Put |
Master data
| WKN: |
VC64L0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DELIVERY HERO SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
11/4/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
1.53 |
| Historic volatility: |
0.68 |
| Parity: |
0.96 |
| Time value: |
0.04 |
| Break-even: |
29.00 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.03 |
| Spread %: |
3.09% |
| Delta: |
-0.87 |
| Theta: |
-0.08 |
| Omega: |
-2.56 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.070 |
| High: |
1.070 |
| Low: |
1.070 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.01% |
| 1 Month |
|
|
+48.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
-11.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.870 |
| 1M High / 1M Low: |
1.390 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
1.230 |
| Low (YTD): |
1/9/2025 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |