BVT Put 52 ABLZF 21.03.2025
/ DE000VD7MKD2
BVT Put 52 ABLZF 21.03.2025/ DE000VD7MKD2 /
| 2024-12-20 3:47:25 PM |
Chg.- |
Bid8:31:46 AM |
Ask8:31:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.74EUR |
- |
4.45
Bid Size: 4,000 |
4.52
Ask Size: 4,000 |
ABB Ltd. |
52.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD7MKD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB Ltd. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
-0.30 |
| Time value: |
4.66 |
| Break-even: |
47.34 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.14 |
| Spread %: |
3.10% |
| Delta: |
-0.43 |
| Theta: |
-0.03 |
| Omega: |
-4.84 |
| Rho: |
-0.07 |
Quote data
| Open: |
5.23 |
| High: |
5.23 |
| Low: |
4.74 |
| Previous Close: |
3.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.99% |
| 1 Month |
|
|
+12.32% |
| 3 Months |
|
|
-15.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.74 |
2.53 |
| 1M High / 1M Low: |
4.74 |
2.46 |
| 6M High / 6M Low: |
9.55 |
2.46 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.35% |
| Volatility 6M: |
|
195.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
