BVT Put 240 ADS 19.12.2025
/ DE000VD9S7V6
BVT Put 240 ADS 19.12.2025/ DE000VD9S7V6 /
2024-08-23 8:03:56 PM |
Chg.-0.030 |
Bid8:03:56 PM |
Ask8:03:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
-2.50% |
- Bid Size: - |
- Ask Size: - |
ADIDAS AG NA O.N. |
240.00 EUR |
2025-12-19 |
Put |
Master data
WKN: |
VD9S7V |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ADIDAS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-07-11 |
Last trading day: |
2025-12-19 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-18.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.24 |
Intrinsic value: |
2.08 |
Implied volatility: |
0.06 |
Historic volatility: |
0.27 |
Parity: |
2.08 |
Time value: |
-0.89 |
Break-even: |
228.10 |
Moneyness: |
1.09 |
Premium: |
-0.04 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.02 |
Spread %: |
1.71% |
Delta: |
-0.73 |
Theta: |
0.01 |
Omega: |
-13.50 |
Rho: |
-2.28 |
Quote data
Open: |
1.190 |
High: |
1.190 |
Low: |
1.170 |
Previous Close: |
1.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.68% |
1 Month |
|
|
+9.35% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.230 |
1.170 |
1M High / 1M Low: |
1.250 |
1.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.194 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.165 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |