BVT Put 260 ROG 20.06.2025
/ DE000VM7ZXC8
BVT Put 260 ROG 20.06.2025/ DE000VM7ZXC8 /
| 09/10/2024 08:44:09 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ROCHE GS |
260.00 CHF |
20/06/2025 |
Put |
Master data
| WKN: |
VM7ZXC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
05/01/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-0.36 |
| Time value: |
1.97 |
| Break-even: |
256.43 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.17 |
| Spread %: |
9.44% |
| Delta: |
-0.39 |
| Theta: |
-0.04 |
| Omega: |
-5.58 |
| Rho: |
-0.90 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
2.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.65% |
| 1 Month |
|
|
+7.07% |
| 3 Months |
|
|
-36.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.83 |
| 1M High / 1M Low: |
2.16 |
1.40 |
| 6M High / 6M Low: |
5.50 |
1.21 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.03% |
| Volatility 6M: |
|
118.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
