BVT Put 42 ENR 21.03.2025
/ DE000VC8BHW0
BVT Put 42 ENR 21.03.2025/ DE000VC8BHW0 /
| 1/24/2025 8:46:39 AM |
Chg.-0.160 |
Bid9:01:59 PM |
Ask9:01:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-19.51% |
0.660
Bid Size: 4,600 |
0.720
Ask Size: 4,600 |
SIEMENS ENERGY AG NA... |
42.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VC8BHW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS ENERGY AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
11/13/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-77.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.45 |
| Parity: |
-16.80 |
| Time value: |
0.76 |
| Break-even: |
41.24 |
| Moneyness: |
0.71 |
| Premium: |
0.30 |
| Premium p.a.: |
4.49 |
| Spread abs.: |
0.06 |
| Spread %: |
8.57% |
| Delta: |
-0.09 |
| Theta: |
-0.02 |
| Omega: |
-6.83 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.52% |
| 1 Month |
|
|
-65.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
-68.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
0.820 |
| 1M High / 1M Low: |
2.090 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
2.010 |
| Low (YTD): |
1/23/2025 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |