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: |
|
- |
