BVT Put 5600 S&P 500 Index 21.03.2025
/ DE000VD27YB6
BVT Put 5600 S&P 500 Index 21.03..../ DE000VD27YB6 /
| 14/11/2024 08:33:05 |
Chg.-0.010 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-3.33% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,600.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VD27YB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,600.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
04/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-199.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.12 |
| Parity: |
-3.85 |
| Time value: |
0.30 |
| Break-even: |
5,570.00 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
-0.13 |
| Theta: |
-0.30 |
| Omega: |
-26.67 |
| Rho: |
-2.89 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.12% |
| 1 Month |
|
|
-32.56% |
| 3 Months |
|
|
-60.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.280 |
| 1M High / 1M Low: |
0.500 |
0.280 |
| 6M High / 6M Low: |
0.980 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.622 |
| Avg. volume 6M: |
|
38.168 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.28% |
| Volatility 6M: |
|
112.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
