BVT Put 250 AEC1 20.06.2025
/ DE000VD98902
BVT Put 250 AEC1 20.06.2025/ DE000VD98902 /
| 2024-10-15 4:43:27 PM |
Chg.-0.070 |
Bid4:58:42 PM |
Ask4:58:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-5.88% |
1.130
Bid Size: 34,000 |
1.150
Ask Size: 34,000 |
AMER. EXPRESS DL... |
250.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
VD9890 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-18 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
-0.35 |
| Time value: |
1.20 |
| Break-even: |
238.00 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
-0.38 |
| Theta: |
-0.02 |
| Omega: |
-8.05 |
| Rho: |
-0.74 |
Quote data
| Open: |
1.160 |
| High: |
1.160 |
| Low: |
1.120 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.68% |
| 1 Month |
|
|
-34.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.190 |
| 1M High / 1M Low: |
1.670 |
1.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
