BVT Put 0.98 EURCHF 19.12.2025
/ DE000VD9YFX1
BVT Put 0.98 EURCHF 19.12.2025/ DE000VD9YFX1 /
| 02/10/2024 13:52:56 |
Chg.-0.200 |
Bid16:17:47 |
Ask16:17:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.540EUR |
-2.58% |
7.560
Bid Size: 36,000 |
7.570
Ask Size: 36,000 |
CROSSRATE EUR/CHF |
0.98 CHF |
19/12/2025 |
Put |
Master data
| WKN: |
VD9YFX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.98 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
15/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-12.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
4.59 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.06 |
| Parity: |
4.59 |
| Time value: |
3.19 |
| Break-even: |
0.97 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.13% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-6.06 |
| Rho: |
-0.01 |
Quote data
| Open: |
7.800 |
| High: |
7.800 |
| Low: |
7.540 |
| Previous Close: |
7.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.43% |
| 1 Month |
|
|
-0.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.740 |
6.890 |
| 1M High / 1M Low: |
8.210 |
6.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
