BVT Put 200 STZ 21.03.2025
/ DE000VD95DE1
BVT Put 200 STZ 21.03.2025/ DE000VD95DE1 /
03/09/2024 20:00:57 |
Chg.-0.020 |
Bid21:55:35 |
Ask21:55:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-6.25% |
- Bid Size: - |
- Ask Size: - |
Constellation Brands... |
200.00 - |
21/03/2025 |
Put |
Master data
WKN: |
VD95DE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 - |
Maturity: |
21/03/2025 |
Issue date: |
17/07/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-62.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.17 |
Parity: |
-1.75 |
Time value: |
0.35 |
Break-even: |
196.50 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.03 |
Spread %: |
9.38% |
Delta: |
-0.20 |
Theta: |
-0.02 |
Omega: |
-12.49 |
Rho: |
-0.26 |
Quote data
Open: |
0.330 |
High: |
0.340 |
Low: |
0.300 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.300 |
1M High / 1M Low: |
0.550 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.370 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |