BVT Put 7850 CAC 40 21.03.2025
/ DE000VD8Y2A4
BVT Put 7850 CAC 40 21.03.2025/ DE000VD8Y2A4 /
| 1/23/2025 8:13:18 AM |
Chg.-0.24 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
-12.44% |
-
Bid Size: - |
-
Ask Size: - |
- |
7,850.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VD8Y2A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,850.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
7/2/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-43.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
0.13 |
| Time value: |
1.68 |
| Break-even: |
7,669.00 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
2.26% |
| Delta: |
-0.47 |
| Theta: |
-1.38 |
| Omega: |
-20.36 |
| Rho: |
-6.04 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.15% |
| 1 Month |
|
|
-69.33% |
| 3 Months |
|
|
-58.88% |
| YTD |
|
|
-67.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.39 |
1.93 |
| 1M High / 1M Low: |
5.51 |
1.93 |
| 6M High / 6M Low: |
7.92 |
1.93 |
| High (YTD): |
1/6/2025 |
5.30 |
| Low (YTD): |
1/22/2025 |
1.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.64% |
| Volatility 6M: |
|
163.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |