BVT Put 560 3HM 21.03.2025
/ DE000VC0QWY0
BVT Put 560 3HM 21.03.2025/ DE000VC0QWY0 /
| 2025-01-30 8:53:06 AM |
Chg.+0.001 |
Bid9:16:01 PM |
Ask9:16:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+0.92% |
0.112
Bid Size: 112,000 |
0.122
Ask Size: 112,000 |
MSCI INC. A D... |
560.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VC0QWY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI INC. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-25 |
| Last trading day: |
2025-03-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.25 |
| Parity: |
-0.09 |
| Time value: |
0.13 |
| Break-even: |
547.50 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
8.70% |
| Delta: |
-0.39 |
| Theta: |
-0.15 |
| Omega: |
-17.56 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.109 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.17% |
| 1 Month |
|
|
-36.78% |
| 3 Months |
|
|
-62.07% |
| YTD |
|
|
-36.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.147 |
0.109 |
| 1M High / 1M Low: |
0.260 |
0.109 |
| 6M High / 6M Low: |
0.740 |
0.109 |
| High (YTD): |
2025-01-13 |
0.260 |
| Low (YTD): |
2025-01-29 |
0.109 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.129 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.05% |
| Volatility 6M: |
|
137.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
