BVT Put 440 3HM 20.06.2025
/ DE000VD9KF56
BVT Put 440 3HM 20.06.2025/ DE000VD9KF56 /
2025-02-21 8:37:51 AM |
Chg.+0.006 |
Bid8:30:09 PM |
Ask8:30:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.056EUR |
+12.00% |
0.065 Bid Size: 116,000 |
0.075 Ask Size: 116,000 |
MSCI INC. A D... |
440.00 - |
2025-06-20 |
Put |
Master data
WKN: |
VD9KF5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MSCI INC. A DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
440.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2024-07-09 |
Last trading day: |
2025-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-91.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
-1.12 |
Time value: |
0.06 |
Break-even: |
434.00 |
Moneyness: |
0.80 |
Premium: |
0.21 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.01 |
Spread %: |
20.00% |
Delta: |
-0.10 |
Theta: |
-0.08 |
Omega: |
-9.51 |
Rho: |
-0.21 |
Quote data
Open: |
0.056 |
High: |
0.056 |
Low: |
0.056 |
Previous Close: |
0.050 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
-52.14% |
YTD |
|
|
-12.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.056 |
0.048 |
1M High / 1M Low: |
0.077 |
0.040 |
6M High / 6M Low: |
0.224 |
0.040 |
High (YTD): |
2025-01-15 |
0.100 |
Low (YTD): |
2025-02-07 |
0.040 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.051 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.118 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
257.90% |
Volatility 6M: |
|
204.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |