BVT Put 11 XCA 21.03.2025
/ DE000VD3HZH0
BVT Put 11 XCA 21.03.2025/ DE000VD3HZH0 /
10/09/2024 19:42:21 |
Chg.+0.017 |
Bid19:42:21 |
Ask19:42:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+7.30% |
- Bid Size: - |
- Ask Size: - |
CREDIT AGRICOLE INH.... |
11.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
VD3HZH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
11.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
08/04/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-58.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.19 |
Parity: |
-3.28 |
Time value: |
0.24 |
Break-even: |
10.76 |
Moneyness: |
0.77 |
Premium: |
0.25 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.01 |
Spread %: |
4.29% |
Delta: |
-0.12 |
Theta: |
0.00 |
Omega: |
-6.88 |
Rho: |
-0.01 |
Quote data
Open: |
0.230 |
High: |
0.250 |
Low: |
0.230 |
Previous Close: |
0.233 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.17% |
1 Month |
|
|
-21.88% |
3 Months |
|
|
-13.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.233 |
1M High / 1M Low: |
0.300 |
0.209 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.241 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |