BVT Put 280 MAR 17.01.2025
/ DE000VG1F781
BVT Put 280 MAR 17.01.2025/ DE000VG1F781 /
| 2024-12-20 8:04:47 PM |
Chg.-0.200 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-25.97% |
-
Bid Size: - |
-
Ask Size: - |
Marriott Internation... |
280.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
VG1F78 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Marriott International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-12-19 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-0.38 |
| Time value: |
0.60 |
| Break-even: |
262.48 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
-0.40 |
| Theta: |
-0.14 |
| Omega: |
-18.14 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.910 |
| High: |
0.930 |
| Low: |
0.570 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |
