BVT Put 40 USB 16.01.2026
/ DE000VG1YS23
BVT Put 40 USB 16.01.2026/ DE000VG1YS23 /
| 1/24/2025 8:42:53 AM |
Chg.+0.002 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+0.96% |
-
Bid Size: - |
-
Ask Size: - |
US Bancorp |
40.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
VG1YS2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
US Bancorp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/30/2024 |
| Last trading day: |
1/16/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-0.86 |
| Time value: |
0.21 |
| Break-even: |
36.00 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
4.98% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-4.40 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.208 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.30% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-16.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.224 |
0.196 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
0.270 |
| Low (YTD): |
1/16/2025 |
0.188 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |