BVT Put 3800 PCE1 17.01.2025/  DE000VM95JA7  /

Frankfurt Zert./VONT
2024-07-05  7:53:02 PM Chg.-0.030 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
2.020EUR -1.46% -
Bid Size: -
-
Ask Size: -
BOOKING HLDGS DL... 3,800.00 - 2025-01-17 Put
 

Master data

WKN: VM95JA
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Put
Strike price: 3,800.00 -
Maturity: 2025-01-17
Issue date: 2024-02-13
Last trading day: 2025-01-17
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -17.95
Leverage: Yes

Calculated values

Fair value: 3.01
Intrinsic value: 1.74
Implied volatility: 0.14
Historic volatility: 0.23
Parity: 1.74
Time value: 0.28
Break-even: 3,598.00
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 1.00%
Delta: -0.59
Theta: -0.13
Omega: -10.59
Rho: -12.51
 

Quote data

Open: 2.110
High: 2.110
Low: 2.020
Previous Close: 2.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.50%
1 Month
  -23.48%
3 Months
  -49.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.230 2.020
1M High / 1M Low: 2.730 1.900
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.096
Avg. volume 1W:   0.000
Avg. price 1M:   2.224
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -