BVT Put 160 PEP 21.02.2025
/ DE000VG0VD16
BVT Put 160 PEP 21.02.2025/ DE000VG0VD16 /
| 2024-12-20 8:06:43 PM |
Chg.+0.020 |
Bid8:33:11 AM |
Ask8:33:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+2.35% |
0.820
Bid Size: 5,000 |
0.850
Ask Size: 5,000 |
PepsiCo Inc |
160.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
VG0VD1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-12-12 |
| Last trading day: |
2025-02-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
0.69 |
| Time value: |
0.17 |
| Break-even: |
144.82 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
-0.68 |
| Theta: |
-0.03 |
| Omega: |
-11.56 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.970 |
| High: |
0.990 |
| Low: |
0.870 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.63% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.570 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
