BVT Put 16 XCA 21.03.2025
/ DE000VD51XD4
BVT Put 16 XCA 21.03.2025/ DE000VD51XD4 /
07/10/2024 19:41:26 |
Chg.-0.150 |
Bid21:50:17 |
Ask21:50:17 |
Underlying |
Strike price |
Expiration date |
Option type |
2.270EUR |
-6.20% |
- Bid Size: - |
- Ask Size: - |
CREDIT AGRICOLE INH.... |
16.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
VD51XD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
14/05/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.39 |
Intrinsic value: |
2.39 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
2.39 |
Time value: |
0.10 |
Break-even: |
13.51 |
Moneyness: |
1.18 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.09 |
Spread %: |
3.75% |
Delta: |
-0.76 |
Theta: |
0.00 |
Omega: |
-4.13 |
Rho: |
-0.06 |
Quote data
Open: |
2.420 |
High: |
2.420 |
Low: |
2.270 |
Previous Close: |
2.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.81% |
1 Month |
|
|
+9.66% |
3 Months |
|
|
-9.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.630 |
2.360 |
1M High / 1M Low: |
2.630 |
1.740 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.472 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |