BVT Put 14 XCA 20.06.2025
/ DE000VD9AZD1
BVT Put 14 XCA 20.06.2025/ DE000VD9AZD1 /
| 2025-01-15 8:04:22 PM |
Chg.-0.150 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
-10.07% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
14.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
VD9AZD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-05 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
0.35 |
| Time value: |
1.18 |
| Break-even: |
12.47 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
4.79% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-4.17 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.410 |
| High: |
1.410 |
| Low: |
1.340 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.54% |
| 1 Month |
|
|
-25.56% |
| 3 Months |
|
|
+5.51% |
| YTD |
|
|
-20.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.490 |
| 1M High / 1M Low: |
1.980 |
1.490 |
| 6M High / 6M Low: |
2.380 |
1.100 |
| High (YTD): |
2025-01-03 |
1.780 |
| Low (YTD): |
2025-01-14 |
1.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.748 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.13% |
| Volatility 6M: |
|
107.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
