BVT Put 82 BMW 21.02.2025
/ DE000VG0QF60
BVT Put 82 BMW 21.02.2025/ DE000VG0QF60 /
| 1/23/2025 8:47:08 AM |
Chg.- |
Bid8:00:26 AM |
Ask8:00:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
0.540
Bid Size: 14,000 |
0.560
Ask Size: 14,000 |
BAY.MOTOREN WERKE AG... |
82.00 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
VG0QF6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/11/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.38 |
| Time value: |
0.16 |
| Break-even: |
76.60 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
5.88% |
| Delta: |
-0.65 |
| Theta: |
-0.05 |
| Omega: |
-9.41 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.31% |
| 1 Month |
|
|
-8.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
-5.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.490 |
| 1M High / 1M Low: |
0.700 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/10/2025 |
0.700 |
| Low (YTD): |
1/7/2025 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |