BVT Put 5400 S&P 500 Index 21.03.2025
/ DE000VD27YD2
BVT Put 5400 S&P 500 Index 21.03..../ DE000VD27YD2 /
06/09/2024 08:33:16 |
Chg.+0.020 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+3.92% |
- Bid Size: - |
- Ask Size: - |
- |
5,400.00 - |
21/03/2025 |
Put |
Master data
WKN: |
VD27YD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5,400.00 - |
Maturity: |
21/03/2025 |
Issue date: |
04/04/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-88.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
0.12 |
Parity: |
-0.08 |
Time value: |
0.61 |
Break-even: |
5,339.00 |
Moneyness: |
1.00 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
1.67% |
Delta: |
-0.33 |
Theta: |
-0.07 |
Omega: |
-29.46 |
Rho: |
-9.92 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+32.50% |
1 Month |
|
|
-23.19% |
3 Months |
|
|
-14.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.400 |
1M High / 1M Low: |
0.690 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.470 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.484 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |