BVT Put 36 CRIN 16.01.2025
/ DE000VC7KBY2
BVT Put 36 CRIN 16.01.2025/ DE000VC7KBY2 /
| 2024-12-23 8:54:11 AM |
Chg.-0.030 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-5.26% |
-
Bid Size: - |
-
Ask Size: - |
UNICREDIT |
36.00 EUR |
2025-01-16 |
Put |
Master data
| WKN: |
VC7KBY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 EUR |
| Maturity: |
2025-01-16 |
| Issue date: |
2024-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-87.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
-1.71 |
| Time value: |
0.43 |
| Break-even: |
35.57 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
1.61 |
| Spread abs.: |
0.06 |
| Spread %: |
16.22% |
| Delta: |
-0.25 |
| Theta: |
-0.02 |
| Omega: |
-21.72 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.95% |
| 1 Month |
|
|
-63.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.370 |
| 1M High / 1M Low: |
1.550 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.493 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.733 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
