BVT Put 240 TRV 17.01.2025
/ DE000VC9X2B4
BVT Put 240 TRV 17.01.2025/ DE000VC9X2B4 /
| 2024-12-20 7:41:27 PM |
Chg.-0.120 |
Bid9:58:25 PM |
Ask9:58:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
240.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
VC9X2B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-12-02 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-37.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-0.07 |
| Time value: |
0.61 |
| Break-even: |
224.03 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
-0.46 |
| Theta: |
-0.11 |
| Omega: |
-17.29 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.600 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.66% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.430 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
