BVT Put 5500 S&P 500 Index 21.03.2025
/ DE000VD27YR2
BVT Put 5500 S&P 500 Index 21.03..../ DE000VD27YR2 /
| 11/10/2024 19:56:34 |
Chg.-0.020 |
Bid19:56:34 |
Ask19:56:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-5.00% |
0.380
Bid Size: 150,000 |
0.390
Ask Size: 150,000 |
- |
5,500.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VD27YR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,500.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
04/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-140.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.12 |
| Parity: |
-2.80 |
| Time value: |
0.41 |
| Break-even: |
5,459.00 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
-0.18 |
| Theta: |
-0.24 |
| Omega: |
-24.92 |
| Rho: |
-4.69 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.63% |
| 1 Month |
|
|
-35.59% |
| 3 Months |
|
|
-26.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.400 |
| 1M High / 1M Low: |
0.590 |
0.400 |
| 6M High / 6M Low: |
1.050 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.645 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.30% |
| Volatility 6M: |
|
97.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
