BVT Put 0.98 EURCHF 19.09.2025
/ DE000VD3TL48
BVT Put 0.98 EURCHF 19.09.2025/ DE000VD3TL48 /
| 10/2/2024 1:06:52 PM |
Chg.-0.21 |
Bid2:04:42 PM |
Ask2:04:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.97EUR |
-2.92% |
6.98
Bid Size: 36,000 |
6.99
Ask Size: 36,000 |
CROSSRATE EUR/CHF |
0.98 CHF |
9/19/2025 |
Put |
Master data
| WKN: |
VD3TL4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.98 CHF |
| Maturity: |
9/19/2025 |
| Issue date: |
4/10/2024 |
| Last trading day: |
9/19/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-13.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
4.59 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.06 |
| Parity: |
4.59 |
| Time value: |
2.65 |
| Break-even: |
0.97 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.14% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-6.87 |
| Rho: |
-0.01 |
Quote data
| Open: |
7.25 |
| High: |
7.25 |
| Low: |
6.97 |
| Previous Close: |
7.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.76% |
| 1 Month |
|
|
-0.57% |
| 3 Months |
|
|
+38.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.18 |
6.35 |
| 1M High / 1M Low: |
7.69 |
6.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
