BVT Put 48 ABBN 21.03.2025
/ DE000VD50KL6
BVT Put 48 ABBN 21.03.2025/ DE000VD50KL6 /
| 2024-12-20 3:47:44 PM |
Chg.+0.97 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
+75.78% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
48.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
VD50KL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-0.77 |
| Time value: |
2.18 |
| Break-even: |
49.35 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.08 |
| Spread %: |
3.81% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-9.81 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.25 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.50% |
| 1 Month |
|
|
+5.14% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.09 |
| 1M High / 1M Low: |
2.25 |
1.09 |
| 6M High / 6M Low: |
6.25 |
1.09 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.31% |
| Volatility 6M: |
|
230.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
