BVT Put 96 TLT.SO 21.02.2025
/ DE000VC9XAV9
BVT Put 96 TLT.SO 21.02.2025/ DE000VC9XAV9 /
| 1/24/2025 9:11:44 AM |
Chg.-0.030 |
Bid9:35:19 PM |
Ask9:35:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-3.57% |
0.870
Bid Size: 52,000 |
0.880
Ask Size: 52,000 |
iShares 20 Plus Year... |
96.00 - |
2/21/2025 |
Put |
Master data
| WKN: |
VC9XAV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
iShares 20 Plus Year Treasury Bond ETF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
96.00 - |
| Maturity: |
2/21/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
- |
| Historic volatility: |
0.13 |
| Parity: |
1.26 |
| Time value: |
-0.35 |
| Break-even: |
86.90 |
| Moneyness: |
1.15 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.95% |
| 1 Month |
|
|
+17.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
-6.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.770 |
| 1M High / 1M Low: |
1.090 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
1.090 |
| Low (YTD): |
1/3/2025 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.897 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |