BVT Put 39 iShares Trust-MSCI Em.Mkts.In.Registered Shares o.N. 21.03.2025
/ DE000VD4EGS2
BVT Put 39 iShares Trust-MSCI Em..../ DE000VD4EGS2 /
| 2024-11-07 8:48:05 AM |
Chg.-0.120 |
Bid9:16:13 AM |
Ask9:16:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-14.81% |
0.680
Bid Size: 500 |
0.730
Ask Size: 500 |
- |
39.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD4EGS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-53.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
-2.71 |
| Time value: |
0.78 |
| Break-even: |
38.22 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
6.85% |
| Delta: |
-0.24 |
| Theta: |
-0.01 |
| Omega: |
-12.94 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
-1.43% |
| 3 Months |
|
|
-54.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.790 |
| 1M High / 1M Low: |
0.900 |
0.670 |
| 6M High / 6M Low: |
1.690 |
0.640 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.940 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.26% |
| Volatility 6M: |
|
151.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
