BVT Put 0.99 EURCHF 20.06.2025
/ DE000VD6FBA3
BVT Put 0.99 EURCHF 20.06.2025/ DE000VD6FBA3 /
| 11/4/2024 8:07:38 PM |
Chg.+0.39 |
Bid9:04:53 PM |
Ask9:04:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.03EUR |
+5.87% |
7.03
Bid Size: 34,000 |
7.04
Ask Size: 34,000 |
CROSSRATE EUR/CHF |
0.99 CHF |
6/20/2025 |
Put |
Master data
| WKN: |
VD6FBA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.99 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
5/20/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-14.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.66 |
| Intrinsic value: |
5.02 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.06 |
| Parity: |
5.02 |
| Time value: |
1.75 |
| Break-even: |
0.98 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-8.37 |
| Rho: |
0.00 |
Quote data
| Open: |
6.71 |
| High: |
7.04 |
| Low: |
6.71 |
| Previous Close: |
6.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.76% |
| 1 Month |
|
|
+0.29% |
| 3 Months |
|
|
-13.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.46 |
6.64 |
| 1M High / 1M Low: |
7.60 |
6.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.24 |
| Avg. volume 1M: |
|
23.81 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
