BVT Put 115 BCO 20.06.2025
/ DE000VC1ZWG6
BVT Put 115 BCO 20.06.2025/ DE000VC1ZWG6 /
2024-09-11 8:21:34 AM |
Chg.+0.040 |
Bid7:02:46 PM |
Ask7:02:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+10.53% |
0.420 Bid Size: 74,000 |
0.440 Ask Size: 74,000 |
BOEING CO. ... |
115.00 - |
2025-06-20 |
Put |
Master data
WKN: |
VC1ZWG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BOEING CO. DL 5 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2024-08-13 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-33.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.29 |
Parity: |
-3.03 |
Time value: |
0.43 |
Break-even: |
110.70 |
Moneyness: |
0.79 |
Premium: |
0.24 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.02 |
Spread %: |
4.88% |
Delta: |
-0.16 |
Theta: |
-0.02 |
Omega: |
-5.35 |
Rho: |
-0.21 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.360 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |