BVT Put 220 RHHVF 19.12.2025
/ DE000VD87N50
BVT Put 220 RHHVF 19.12.2025/ DE000VD87N50 /
| 13/11/2024 10:26:44 |
Chg.-0.030 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-3.45% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
220.00 - |
19/12/2025 |
Put |
Master data
| WKN: |
VD87N5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
04/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-5.95 |
| Time value: |
0.95 |
| Break-even: |
210.50 |
| Moneyness: |
0.79 |
| Premium: |
0.25 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
6.74% |
| Delta: |
-0.16 |
| Theta: |
-0.02 |
| Omega: |
-4.80 |
| Rho: |
-0.60 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.840 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.33% |
| 1 Month |
|
|
-10.64% |
| 3 Months |
|
|
-5.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.790 |
| 1M High / 1M Low: |
0.900 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
