BVT Put 85 HEN3 21.03.2025
/ DE000VD8VW95
BVT Put 85 HEN3 21.03.2025/ DE000VD8VW95 /
| 1/24/2025 8:53:41 AM |
Chg.-0.030 |
Bid8:30:03 PM |
Ask8:30:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
0.290
Bid Size: 10,000 |
0.310
Ask Size: 10,000 |
HENKEL AG+CO.KGAA VZ... |
85.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VD8VW9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/28/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-27.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
0.11 |
| Time value: |
0.19 |
| Break-even: |
82.00 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
-0.53 |
| Theta: |
-0.02 |
| Omega: |
-14.77 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-20.59% |
| 3 Months |
|
|
-41.30% |
| YTD |
|
|
-15.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.300 |
| 1M High / 1M Low: |
0.400 |
0.280 |
| 6M High / 6M Low: |
0.940 |
0.270 |
| High (YTD): |
1/7/2025 |
0.400 |
| Low (YTD): |
1/10/2025 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.543 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.17% |
| Volatility 6M: |
|
161.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |