BVT Put 380 DPZ 20.06.2025
/ DE000VD9J7S3
BVT Put 380 DPZ 20.06.2025/ DE000VD9J7S3 /
2024-10-16 8:33:58 AM |
Chg.+0.08 |
Bid3:56:50 PM |
Ask3:56:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.16EUR |
+3.85% |
2.12 Bid Size: 6,000 |
2.16 Ask Size: 6,000 |
Dominos Pizza Inc |
380.00 - |
2025-06-20 |
Put |
Master data
WKN: |
VD9J7S |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Dominos Pizza Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
380.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2024-07-09 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.25 |
Parity: |
-1.26 |
Time value: |
2.18 |
Break-even: |
358.20 |
Moneyness: |
0.97 |
Premium: |
0.09 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.04 |
Spread %: |
1.87% |
Delta: |
-0.36 |
Theta: |
-0.05 |
Omega: |
-6.41 |
Rho: |
-1.09 |
Quote data
Open: |
2.16 |
High: |
2.16 |
Low: |
2.16 |
Previous Close: |
2.08 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.03% |
1 Month |
|
|
-30.99% |
3 Months |
|
|
+20.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.96 |
2.07 |
1M High / 1M Low: |
3.13 |
2.07 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.64 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |