BVT Put 96 VOW3 21.02.2025
/ DE000VG253K2
BVT Put 96 VOW3 21.02.2025/ DE000VG253K2 /
| 1/23/2025 7:45:14 PM |
Chg.-0.130 |
Bid9:51:11 AM |
Ask9:51:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-29.55% |
0.240
Bid Size: 108,000 |
0.250
Ask Size: 108,000 |
VOLKSWAGEN AG VZO O.... |
96.00 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
VG253K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
96.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
1/14/2025 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
0.22 |
| Time value: |
0.23 |
| Break-even: |
91.50 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.05 |
| Spread %: |
12.50% |
| Delta: |
-0.57 |
| Theta: |
-0.05 |
| Omega: |
-11.92 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.310 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.61% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.310 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |