BVT Put 37 PAH3 17.01.2025
/ DE000VG1D364
BVT Put 37 PAH3 17.01.2025/ DE000VG1D364 /
| 2024-12-20 7:41:52 PM |
Chg.-0.004 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.165EUR |
-2.37% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AUTOM.HLDG V... |
37.00 EUR |
2025-01-17 |
Put |
Master data
| WKN: |
VG1D36 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-12-19 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
0.12 |
| Time value: |
0.07 |
| Break-even: |
35.08 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
14.97% |
| Delta: |
-0.63 |
| Theta: |
-0.02 |
| Omega: |
-11.70 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.156 |
| Previous Close: |
0.169 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
