BVT Put 140 TGR 21.03.2025
/ DE000VC10CZ9
BVT Put 140 TGR 21.03.2025/ DE000VC10CZ9 /
10/18/2024 5:03:50 PM |
Chg.-0.040 |
Bid5:53:52 PM |
Ask5:53:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-4.30% |
0.900 Bid Size: 30,000 |
0.910 Ask Size: 30,000 |
YUM BRANDS |
140.00 - |
3/21/2025 |
Put |
Master data
WKN: |
VC10CZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
YUM BRANDS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 - |
Maturity: |
3/21/2025 |
Issue date: |
8/13/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.65 |
Intrinsic value: |
1.65 |
Implied volatility: |
- |
Historic volatility: |
0.14 |
Parity: |
1.65 |
Time value: |
-0.73 |
Break-even: |
130.80 |
Moneyness: |
1.13 |
Premium: |
-0.06 |
Premium p.a.: |
-0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.10% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.890 |
High: |
0.900 |
Low: |
0.890 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.11% |
1 Month |
|
|
-14.42% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.880 |
1M High / 1M Low: |
1.090 |
0.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.912 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.865 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |