BVT Put 100 VOW3 20.06.2025
/ DE000VD2GS05
BVT Put 100 VOW3 20.06.2025/ DE000VD2GS05 /
29/08/2024 08:42:42 |
Chg.-0.010 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-1.82% |
- Bid Size: - |
- Ask Size: - |
VOLKSWAGEN AG VZO O.... |
100.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
VD2GS0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
20/03/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-17.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.15 |
Historic volatility: |
0.22 |
Parity: |
0.37 |
Time value: |
0.19 |
Break-even: |
94.40 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
3.70% |
Delta: |
-0.50 |
Theta: |
0.00 |
Omega: |
-8.59 |
Rho: |
-0.43 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+35.00% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.540 |
1M High / 1M Low: |
0.620 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.542 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.540 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |