BVT Put 50 ABBN 20.06.2025
/ DE000VD88DS6
BVT Put 50 ABBN 20.06.2025/ DE000VD88DS6 /
2024-12-20 3:44:04 PM |
Chg.+1.40 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.74EUR |
+41.92% |
- Bid Size: - |
- Ask Size: - |
ABB LTD N |
50.00 CHF |
2025-06-20 |
Put |
Master data
WKN: |
VD88DS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ABB LTD N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 CHF |
Maturity: |
2025-06-20 |
Issue date: |
2024-07-04 |
Last trading day: |
2025-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.36 |
Intrinsic value: |
1.38 |
Implied volatility: |
0.29 |
Historic volatility: |
0.21 |
Parity: |
1.38 |
Time value: |
3.28 |
Break-even: |
49.02 |
Moneyness: |
1.03 |
Premium: |
0.06 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.11 |
Spread %: |
2.42% |
Delta: |
-0.48 |
Theta: |
-0.01 |
Omega: |
-5.41 |
Rho: |
-0.15 |
Quote data
Open: |
5.11 |
High: |
5.11 |
Low: |
4.74 |
Previous Close: |
3.34 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+60.68% |
1 Month |
|
|
+9.72% |
3 Months |
|
|
-7.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.74 |
2.99 |
1M High / 1M Low: |
4.74 |
2.86 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |