BVT Put 37 CRIN 16.01.2025
/ DE000VC7KCG7
BVT Put 37 CRIN 16.01.2025/ DE000VC7KCG7 /
| 27/12/2024 13:51:12 |
Chg.-0.160 |
Bid14:58:22 |
Ask14:58:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-25.40% |
0.490
Bid Size: 17,000 |
0.510
Ask Size: 17,000 |
UNICREDIT |
37.00 EUR |
16/01/2025 |
Put |
Master data
| WKN: |
VC7KCG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.00 EUR |
| Maturity: |
16/01/2025 |
| Issue date: |
08/11/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-53.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
-0.71 |
| Time value: |
0.71 |
| Break-even: |
36.29 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.10 |
| Spread %: |
16.39% |
| Delta: |
-0.37 |
| Theta: |
-0.02 |
| Omega: |
-19.75 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.470 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.74% |
| 1 Month |
|
|
-76.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.630 |
| 1M High / 1M Low: |
2.030 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.705 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.912 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
