BVT Put 180 STZ 21.02.2025/  DE000VG26922  /

EUWAX
2025-01-23  8:22:39 AM Chg.+0.160 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.590EUR +37.21% -
Bid Size: -
-
Ask Size: -
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: -28.19
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.10
Implied volatility: 0.30
Historic volatility: 0.25
Parity: 0.10
Time value: 0.51
Break-even: 166.85
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 3.39%
Delta: -0.50
Theta: -0.09
Omega: -14.10
Rho: -0.07
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.36%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.400
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
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:   -