BVT Put 15 XCA 21.03.2025
/ DE000VD45A72
BVT Put 15 XCA 21.03.2025/ DE000VD45A72 /
| 10/09/2024 09:04:59 |
Chg.-0.08 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
15.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
VD45A7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
29/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.73 |
| Time value: |
0.53 |
| Break-even: |
13.75 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
4.17% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-6.12 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-40.30% |
| 3 Months |
|
|
-17.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.20 |
| 1M High / 1M Low: |
1.99 |
1.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
