BVT Put 275 ALV 17.01.2025
/ DE000VC81YF6
BVT Put 275 ALV 17.01.2025/ DE000VC81YF6 /
| 2024-12-20 7:51:06 PM |
Chg.0.000 |
Bid9:57:01 PM |
Ask9:58:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
275.00 EUR |
2025-01-17 |
Put |
Master data
| WKN: |
VC81YF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
275.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-11-21 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-270.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
-1.96 |
| Time value: |
0.11 |
| Break-even: |
273.91 |
| Moneyness: |
0.93 |
| Premium: |
0.07 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.01 |
| Spread %: |
13.54% |
| Delta: |
-0.12 |
| Theta: |
-0.06 |
| Omega: |
-32.14 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.137 |
| High: |
0.138 |
| Low: |
0.096 |
| Previous Close: |
0.096 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-63.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.096 |
0.088 |
| 1M High / 1M Low: |
0.300 |
0.088 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
