BVT Put 520 3HM 20.06.2025
/ DE000VD92U05
BVT Put 520 3HM 20.06.2025/ DE000VD92U05 /
| 2025-01-03 8:18:09 AM |
Chg.+0.002 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.196EUR |
+1.03% |
-
Bid Size: - |
-
Ask Size: - |
MSCI INC. A D... |
520.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
VD92U0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI INC. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-16 |
| Last trading day: |
2025-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-0.62 |
| Time value: |
0.21 |
| Break-even: |
499.40 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
5.10% |
| Delta: |
-0.25 |
| Theta: |
-0.11 |
| Omega: |
-6.96 |
| Rho: |
-0.75 |
Quote data
| Open: |
0.196 |
| High: |
0.196 |
| Low: |
0.196 |
| Previous Close: |
0.194 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.52% |
| 1 Month |
|
|
-1.01% |
| 3 Months |
|
|
-36.77% |
| YTD |
|
|
+7.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.194 |
0.182 |
| 1M High / 1M Low: |
0.205 |
0.167 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-02 |
0.194 |
| Low (YTD): |
2025-01-02 |
0.194 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.187 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
