BVT Put 16 XCA 21.03.2025
/ DE000VD51XD4
BVT Put 16 XCA 21.03.2025/ DE000VD51XD4 /
2024-09-03 8:23:31 AM |
Chg.-0.03 |
Bid9:22:20 PM |
Ask9:22:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.00EUR |
-1.48% |
2.19 Bid Size: 3,000 |
2.27 Ask Size: 3,000 |
CREDIT AGRICOLE INH.... |
16.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
Issue date: |
2024-05-14 |
Last trading day: |
2025-03-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.86 |
Intrinsic value: |
1.86 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
1.86 |
Time value: |
0.23 |
Break-even: |
13.92 |
Moneyness: |
1.13 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.08 |
Spread %: |
4.00% |
Delta: |
-0.67 |
Theta: |
0.00 |
Omega: |
-4.56 |
Rho: |
-0.06 |
Quote data
Open: |
2.00 |
High: |
2.00 |
Low: |
2.00 |
Previous Close: |
2.03 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.61% |
1 Month |
|
|
-14.16% |
3 Months |
|
|
+26.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.37 |
2.03 |
1M High / 1M Low: |
3.29 |
2.03 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |