BVT Put 16 XCA 21.03.2025
/ DE000VD51XD4
BVT Put 16 XCA 21.03.2025/ DE000VD51XD4 /
| 02/08/2024 19:43:43 |
Chg.+0.640 |
Bid08:44:41 |
Ask08:44:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
+28.44% |
3.200
Bid Size: 600 |
3.320
Ask Size: 600 |
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: |
-4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
2.82 |
| Time value: |
0.14 |
| Break-even: |
13.05 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.08 |
| Spread %: |
2.79% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-3.22 |
| Rho: |
-0.08 |
Quote data
| Open: |
2.640 |
| High: |
3.130 |
| Low: |
2.640 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.02% |
| 1 Month |
|
|
+15.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.890 |
2.190 |
| 1M High / 1M Low: |
2.890 |
2.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
