BVT Put 55 BMW 20.06.2025
/ DE000VC3UA73
BVT Put 55 BMW 20.06.2025/ DE000VC3UA73 /
| 10/3/2024 10:22:14 AM |
Chg.+0.090 |
Bid10:26:35 AM |
Ask10:26:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+10.98% |
0.900
Bid Size: 11,000 |
0.910
Ask Size: 11,000 |
BAY.MOTOREN WERKE AG... |
55.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
VC3UA7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
9/12/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-92.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
-22.62 |
| Time value: |
0.84 |
| Break-even: |
54.16 |
| Moneyness: |
0.71 |
| Premium: |
0.30 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-6.97 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.75% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.720 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
