BVT Put 15 CAR 21.03.2025
/ DE000VD3HWK1
BVT Put 15 CAR 21.03.2025/ DE000VD3HWK1 /
| 2024-07-24 8:02:34 PM |
Chg.0.000 |
Bid10:03:44 AM |
Ask10:03:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
0.00% |
1.730
Bid Size: 46,000 |
1.780
Ask Size: 46,000 |
CARREFOUR S.A. INH.E... |
15.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD3HWK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.49 |
| Time value: |
1.04 |
| Break-even: |
13.48 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.20 |
| Spread %: |
15.15% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-4.44 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.350 |
| High: |
1.350 |
| Low: |
1.260 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-30.22% |
| 3 Months |
|
|
-0.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.220 |
| 1M High / 1M Low: |
2.170 |
1.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
