BVT Put 360 TT 21.03.2025
/ DE000VC2PYA4
BVT Put 360 TT 21.03.2025/ DE000VC2PYA4 /
| 11/7/2024 10:12:18 AM |
Chg.0.000 |
Bid12:26:21 PM |
Ask12:26:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
0.00% |
1.140
Bid Size: 3,000 |
1.210
Ask Size: 3,000 |
Trane Technologies p... |
360.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VC2PYA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/23/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-2.97 |
| Time value: |
1.16 |
| Break-even: |
323.85 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
2.65% |
| Delta: |
-0.27 |
| Theta: |
-0.07 |
| Omega: |
-8.36 |
| Rho: |
-0.40 |
Quote data
| Open: |
1.120 |
| High: |
1.120 |
| Low: |
1.120 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.72% |
| 1 Month |
|
|
-28.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.990 |
1.120 |
| 1M High / 1M Low: |
1.990 |
1.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
