BVT Put 85 NEM 21.03.2025
/ DE000VC0YRA4
BVT Put 85 NEM 21.03.2025/ DE000VC0YRA4 /
| 1/10/2025 5:08:45 PM |
Chg.-0.040 |
Bid6:42:12 PM |
Ask6:42:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-12.90% |
0.270
Bid Size: 10,000 |
0.280
Ask Size: 10,000 |
NEMETSCHEK SE O.N. |
85.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VC0YRA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
7/29/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-29.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.28 |
| Parity: |
-1.14 |
| Time value: |
0.33 |
| Break-even: |
81.70 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
-0.24 |
| Theta: |
-0.04 |
| Omega: |
-6.98 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-34.15% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.310 |
| 1M High / 1M Low: |
0.400 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.360 |
| Low (YTD): |
1/9/2025 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |