BVT Put 39 CRIN 16.01.2025
/ DE000VC7KBT2
BVT Put 39 CRIN 16.01.2025/ DE000VC7KBT2 /
| 2024-12-23 7:43:35 PM |
Chg.-0.190 |
Bid9:59:52 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-10.61% |
-
Bid Size: - |
-
Ask Size: - |
UNICREDIT |
39.00 EUR |
2025-01-16 |
Put |
Master data
| WKN: |
VC7KBT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.00 EUR |
| Maturity: |
2025-01-16 |
| Issue date: |
2024-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.28 |
| Parity: |
1.29 |
| Time value: |
0.48 |
| Break-even: |
37.23 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.21 |
| Spread %: |
13.46% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-14.21 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.690 |
| High: |
1.750 |
| Low: |
1.570 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.79% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.090 |
| 1M High / 1M Low: |
3.470 |
1.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.593 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.932 |
| Avg. volume 1M: |
|
2,952.333 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
