BVT Put 240 ECL 21.02.2025
/ DE000VG16QS2
BVT Put 240 ECL 21.02.2025/ DE000VG16QS2 /
| 2025-01-15 8:14:59 AM |
Chg.-0.04 |
Bid7:21:21 PM |
Ask7:21:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-3.54% |
0.94
Bid Size: 17,000 |
0.99
Ask Size: 17,000 |
Ecolab Inc |
240.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
VG16QS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2025-01-02 |
| Last trading day: |
2025-02-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
0.59 |
| Time value: |
0.57 |
| Break-even: |
221.27 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
4.50% |
| Delta: |
-0.58 |
| Theta: |
-0.10 |
| Omega: |
-11.27 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.38% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.00 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
