BVT Put 260 AEC1 21.03.2025
/ DE000VC21BY1
BVT Put 260 AEC1 21.03.2025/ DE000VC21BY1 /
| 2024-10-15 5:04:48 PM |
Chg.-0.090 |
Bid5:13:08 PM |
Ask5:13:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
-7.83% |
1.060
Bid Size: 34,000 |
1.080
Ask Size: 34,000 |
AMER. EXPRESS DL... |
260.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VC21BY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-08-30 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.21 |
| Parity: |
0.65 |
| Time value: |
0.49 |
| Break-even: |
248.60 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
-0.53 |
| Theta: |
-0.02 |
| Omega: |
-11.73 |
| Rho: |
-0.62 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
1.060 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.82% |
| 1 Month |
|
|
-41.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.140 |
| 1M High / 1M Low: |
1.690 |
1.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
