BVT Put 37 CRIN 20.03.2025
/ DE000VD58JG1
BVT Put 37 CRIN 20.03.2025/ DE000VD58JG1 /
| 2024-12-27 8:40:22 AM |
Chg.-0.20 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
-10.36% |
-
Bid Size: - |
-
Ask Size: - |
UNICREDIT |
37.00 EUR |
2025-03-20 |
Put |
Master data
| WKN: |
VD58JG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.00 EUR |
| Maturity: |
2025-03-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-0.71 |
| Time value: |
1.82 |
| Break-even: |
35.18 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.12 |
| Spread %: |
7.06% |
| Delta: |
-0.40 |
| Theta: |
-0.01 |
| Omega: |
-8.37 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.42% |
| 1 Month |
|
|
-38.43% |
| 3 Months |
|
|
-24.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.73 |
| 1M High / 1M Low: |
2.81 |
1.38 |
| 6M High / 6M Low: |
6.45 |
1.03 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.65% |
| Volatility 6M: |
|
201.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
