BVT Put 230 TMUS 21.03.2025/  DE000VC6Q5J2  /

EUWAX
2024-12-23  8:54:48 AM Chg.-0.25 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.49EUR -14.37% -
Bid Size: -
-
Ask Size: -
T Mobile US Inc 230.00 USD 2025-03-21 Put
 

Master data

WKN: VC6Q5J
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: T Mobile US Inc
Type: Warrant
Option type: Put
Strike price: 230.00 USD
Maturity: 2025-03-21
Issue date: 2024-10-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.90
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.80
Implied volatility: 0.25
Historic volatility: 0.16
Parity: 0.80
Time value: 0.63
Break-even: 206.76
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 1.42%
Delta: -0.57
Theta: -0.05
Omega: -8.52
Rho: -0.32
 

Quote data

Open: 1.49
High: 1.49
Low: 1.49
Previous Close: 1.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.61%
1 Month  
+77.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.74 1.49
1M High / 1M Low: 1.74 0.60
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   0.94
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   295.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -