BVT Put 135 BEI 20.06.2025
/ DE000VD878J1
BVT Put 135 BEI 20.06.2025/ DE000VD878J1 /
2024-12-20 8:43:39 AM |
Chg.+0.03 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.46EUR |
+2.10% |
- Bid Size: - |
- Ask Size: - |
BEIERSDORF AG O.N. |
135.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
VD878J |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-07-04 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.22 |
Intrinsic value: |
1.22 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
1.22 |
Time value: |
0.27 |
Break-even: |
120.20 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
4.23% |
Delta: |
-0.65 |
Theta: |
-0.01 |
Omega: |
-5.40 |
Rho: |
-0.47 |
Quote data
Open: |
1.46 |
High: |
1.46 |
Low: |
1.46 |
Previous Close: |
1.43 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.67% |
1 Month |
|
|
-7.01% |
3 Months |
|
|
+31.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.46 |
1.29 |
1M High / 1M Low: |
1.57 |
1.20 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |