BVT Put 280 RHHVF 19.12.2025
/ DE000VD98QH0
BVT Put 280 RHHVF 19.12.2025/ DE000VD98QH0 /
| 2024-11-13 10:34:33 AM |
Chg.-0.08 |
Bid11:04:53 AM |
Ask11:04:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.67EUR |
-2.13% |
3.67
Bid Size: 44,000 |
3.68
Ask Size: 44,000 |
Roche Holding Ltd |
280.00 - |
2025-12-19 |
Put |
Master data
| WKN: |
VD98QH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-07-18 |
| Last trading day: |
2025-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
0.05 |
| Time value: |
4.05 |
| Break-even: |
239.00 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.24 |
| Spread %: |
6.22% |
| Delta: |
-0.39 |
| Theta: |
-0.04 |
| Omega: |
-2.64 |
| Rho: |
-1.64 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.67 |
| Previous Close: |
3.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.88% |
| 1 Month |
|
|
-1.34% |
| 3 Months |
|
|
+18.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.76 |
3.31 |
| 1M High / 1M Low: |
3.76 |
2.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
