BVT Put 86 TLT.SO 21.02.2025
/ DE000VG1A9L4
BVT Put 86 TLT.SO 21.02.2025/ DE000VG1A9L4 /
| 1/24/2025 8:43:57 AM |
Chg.-0.003 |
Bid9:27:28 PM |
Ask9:27:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
-3.45% |
0.086
Bid Size: 102,000 |
0.096
Ask Size: 102,000 |
iShares 20 Plus Year... |
86.00 - |
2/21/2025 |
Put |
Master data
| WKN: |
VG1A9L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
iShares 20 Plus Year Treasury Bond ETF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
86.00 - |
| Maturity: |
2/21/2025 |
| Issue date: |
12/18/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-75.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
- |
| Historic volatility: |
0.13 |
| Parity: |
0.26 |
| Time value: |
-0.15 |
| Break-even: |
84.89 |
| Moneyness: |
1.03 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
9.90% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.084 |
| High: |
0.084 |
| Low: |
0.084 |
| Previous Close: |
0.087 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
-44.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.126 |
0.072 |
| 1M High / 1M Low: |
0.238 |
0.072 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
0.238 |
| Low (YTD): |
1/21/2025 |
0.072 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |