BVT Put 200 RHHVF 21.03.2025
/ DE000VD3DZ08
BVT Put 200 RHHVF 21.03.2025/ DE000VD3DZ08 /
| 2024-10-09 8:47:00 AM |
Chg.-0.002 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-1.16% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
200.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD3DZ0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-155.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-7.77 |
| Time value: |
0.18 |
| Break-even: |
198.21 |
| Moneyness: |
0.72 |
| Premium: |
0.29 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
5.92% |
| Delta: |
-0.06 |
| Theta: |
-0.02 |
| Omega: |
-9.01 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.172 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
-14.57% |
| 3 Months |
|
|
-46.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.174 |
0.145 |
| 1M High / 1M Low: |
0.220 |
0.127 |
| 6M High / 6M Low: |
0.890 |
0.127 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.165 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.33% |
| Volatility 6M: |
|
144.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
