BVT Put 38 ABBN 20.06.2025
/ DE000VC0UPP4
BVT Put 38 ABBN 20.06.2025/ DE000VC0UPP4 /
| 2024-12-20 8:57:58 AM |
Chg.+0.250 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+48.08% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
38.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
VC0UPP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-26 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-71.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-11.50 |
| Time value: |
0.73 |
| Break-even: |
40.07 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-7.88 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.08% |
| 1 Month |
|
|
-3.75% |
| 3 Months |
|
|
-27.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.490 |
| 1M High / 1M Low: |
0.800 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
