BVT Put 600 3HM 21.03.2025
/ DE000VC2Y4F7
BVT Put 600 3HM 21.03.2025/ DE000VC2Y4F7 /
| 1/24/2025 8:43:47 AM |
Chg.-0.020 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-7.41% |
-
Bid Size: - |
-
Ask Size: - |
MSCI INC. A D... |
600.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VC2Y4F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI INC. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
8/29/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
0.09 |
| Time value: |
0.16 |
| Break-even: |
575.60 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
4.27% |
| Delta: |
-0.53 |
| Theta: |
-0.17 |
| Omega: |
-12.79 |
| Rho: |
-0.51 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
-19.35% |
| 3 Months |
|
|
-44.44% |
| YTD |
|
|
-13.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.240 |
| 1M High / 1M Low: |
0.450 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
0.450 |
| Low (YTD): |
1/22/2025 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |