BVT Put 5600 S&P 500 Index 21.03.2025
/ DE000VD27YB6
BVT Put 5600 S&P 500 Index 21.03..../ DE000VD27YB6 /
| 2024-08-02 8:28:14 AM |
Chg.+0.170 |
Bid3:46:46 PM |
Ask3:46:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+26.56% |
0.840
Bid Size: 150,000 |
0.850
Ask Size: 150,000 |
- |
5,600.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD27YB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,600.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2025-03-21 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-70.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.11 |
| Parity: |
1.53 |
| Time value: |
-0.76 |
| Break-even: |
5,523.00 |
| Moneyness: |
1.03 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
-0.56 |
| Theta: |
0.18 |
| Omega: |
-39.57 |
| Rho: |
-19.79 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.19% |
| 1 Month |
|
|
+17.39% |
| 3 Months |
|
|
-27.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.640 |
| 1M High / 1M Low: |
0.770 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
