BVT Put 520 MUV2 17.01.2025
/ DE000VG05603
BVT Put 520 MUV2 17.01.2025/ DE000VG05603 /
| 2025-01-15 8:22:46 AM |
Chg.-0.17 |
Bid9:56:45 AM |
Ask9:56:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.34EUR |
-4.84% |
2.94
Bid Size: 3,500 |
2.96
Ask Size: 3,500 |
MUENCH.RUECKVERS.VNA... |
520.00 EUR |
2025-01-17 |
Put |
Master data
| WKN: |
VG0560 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-12-17 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
3.32 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.20 |
| Parity: |
3.32 |
| Time value: |
0.34 |
| Break-even: |
483.40 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
2.56 |
| Spread abs.: |
0.29 |
| Spread %: |
8.61% |
| Delta: |
-0.81 |
| Theta: |
-2.32 |
| Omega: |
-10.80 |
| Rho: |
-0.02 |
Quote data
| Open: |
3.34 |
| High: |
3.34 |
| Low: |
3.34 |
| Previous Close: |
3.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.70% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+17.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.78 |
1.77 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-13 |
3.78 |
| Low (YTD): |
2025-01-08 |
1.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
