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: |
|
- |