BVT Put 520 3HM 20.06.2025
/ DE000VD92U05
BVT Put 520 3HM 20.06.2025/ DE000VD92U05 /
| 2024-11-19 8:16:53 AM |
Chg.+0.010 |
Bid5:50:39 PM |
Ask5:50:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+4.17% |
0.240
Bid Size: 114,000 |
0.250
Ask Size: 114,000 |
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: |
-21.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-0.40 |
| Time value: |
0.26 |
| Break-even: |
494.00 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.30 |
| Theta: |
-0.08 |
| Omega: |
-6.42 |
| Rho: |
-1.13 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-32.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.224 |
| 1M High / 1M Low: |
0.300 |
0.224 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.235 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
