BVT Put 240 ECL 21.03.2025
/ DE000VC8FJP1
BVT Put 240 ECL 21.03.2025/ DE000VC8FJP1 /
| 2025-01-15 8:40:41 AM |
Chg.-0.07 |
Bid7:35:59 PM |
Ask7:35:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-5.69% |
1.06
Bid Size: 18,000 |
1.11
Ask Size: 18,000 |
Ecolab Inc |
240.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
VC8FJP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-11-14 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.59 |
| Time value: |
0.65 |
| Break-even: |
220.47 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
4.20% |
| Delta: |
-0.55 |
| Theta: |
-0.06 |
| Omega: |
-10.16 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.07% |
| 1 Month |
|
|
+48.72% |
| 3 Months |
|
|
- |
| YTD |
|
|
+6.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.10 |
| 1M High / 1M Low: |
1.52 |
0.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-13 |
1.52 |
| Low (YTD): |
2025-01-10 |
1.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
