BVT Put 18 CBK 21.03.2025
/ DE000VD45JP9
BVT Put 18 CBK 21.03.2025/ DE000VD45JP9 /
| 11/4/2024 10:21:59 AM |
Chg.+0.020 |
Bid11:51:40 AM |
Ask11:51:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+1.85% |
1.090
Bid Size: 39,000 |
1.100
Ask Size: 39,000 |
COMMERZBANK AG |
18.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VD45JP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/29/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-14.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
- |
| Historic volatility: |
0.32 |
| Parity: |
1.65 |
| Time value: |
-0.52 |
| Break-even: |
16.87 |
| Moneyness: |
1.10 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
3.67% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.100 |
| High: |
1.100 |
| Low: |
1.100 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.79% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
1.080 |
| 1M High / 1M Low: |
1.150 |
1.020 |
| 6M High / 6M Low: |
1.860 |
1.020 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.11% |
| Volatility 6M: |
|
59.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
