BVT Put 11 XCA 21.03.2025
/ DE000VD3HZH0
BVT Put 11 XCA 21.03.2025/ DE000VD3HZH0 /
| 2024-11-15 8:48:57 AM |
Chg.-0.004 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-2.17% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
11.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-80.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-2.28 |
| Time value: |
0.17 |
| Break-even: |
10.84 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
6.45% |
| Delta: |
-0.12 |
| Theta: |
0.00 |
| Omega: |
-9.95 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.184 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.78% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.184 |
0.155 |
| 1M High / 1M Low: |
0.184 |
0.137 |
| 6M High / 6M Low: |
0.470 |
0.137 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.173 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.245 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.27% |
| Volatility 6M: |
|
145.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
