BVT Put 17 CBK 21.03.2025
/ DE000VD3V2J3
BVT Put 17 CBK 21.03.2025/ DE000VD3V2J3 /
| 2024-11-01 8:53:04 AM |
Chg.- |
Bid8:00:14 AM |
Ask8:00:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
- |
0.850
Bid Size: 8,000 |
0.870
Ask Size: 8,000 |
COMMERZBANK AG |
17.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD3V2J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-18.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.32 |
| Parity: |
0.65 |
| Time value: |
0.24 |
| Break-even: |
16.11 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
4.71% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-10.88 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.37% |
| 1 Month |
|
|
-12.24% |
| 3 Months |
|
|
-38.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.860 |
| 1M High / 1M Low: |
0.980 |
0.810 |
| 6M High / 6M Low: |
1.760 |
0.810 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.874 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.267 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.20% |
| Volatility 6M: |
|
78.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
