BVT Put 180 STZ 21.02.2025
/ DE000VG26922
BVT Put 180 STZ 21.02.2025/ DE000VG26922 /
| 2025-01-15 5:05:06 PM |
Chg.-0.030 |
Bid6:00:24 PM |
Ask6:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-5.45% |
0.560
Bid Size: 37,000 |
0.580
Ask Size: 37,000 |
Constellation Brands... |
180.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
VG2692 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2025-01-14 |
| Last trading day: |
2025-02-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-0.21 |
| Time value: |
0.57 |
| Break-even: |
168.95 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
-0.42 |
| Theta: |
-0.09 |
| Omega: |
-13.04 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.510 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |
