BVT Put 130 E3X1 21.03.2025
/ DE000VD9NYM8
BVT Put 130 E3X1 21.03.2025/ DE000VD9NYM8 /
| 28/10/2024 10:34:50 |
Chg.-0.030 |
Bid13:18:02 |
Ask13:18:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-6.82% |
0.410
Bid Size: 12,000 |
0.430
Ask Size: 12,000 |
EXPEDIA GRP INC. DL-... |
130.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VD9NYM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
EXPEDIA GRP INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
10/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.39 |
| Parity: |
-1.67 |
| Time value: |
0.46 |
| Break-even: |
125.40 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
-0.23 |
| Theta: |
-0.03 |
| Omega: |
-7.34 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
-37.88% |
| 3 Months |
|
|
-74.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.380 |
| 1M High / 1M Low: |
0.760 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
