BVT Put 5600 S&P 500 Index 21.03.2025
/ DE000VD27YB6
BVT Put 5600 S&P 500 Index 21.03..../ DE000VD27YB6 /
10/11/2024 9:59:45 AM |
Chg.-0.020 |
Bid2:37:45 PM |
Ask2:37:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-4.26% |
0.450 Bid Size: 150,000 |
0.460 Ask Size: 150,000 |
- |
5,600.00 - |
3/21/2025 |
Put |
Master data
WKN: |
VD27YB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5,600.00 - |
Maturity: |
3/21/2025 |
Issue date: |
4/4/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-128.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.09 |
Historic volatility: |
0.12 |
Parity: |
-1.80 |
Time value: |
0.45 |
Break-even: |
5,555.00 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
2.27% |
Delta: |
-0.22 |
Theta: |
-0.21 |
Omega: |
-27.82 |
Rho: |
-5.72 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-35.71% |
3 Months |
|
|
-18.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.470 |
1M High / 1M Low: |
0.700 |
0.440 |
6M High / 6M Low: |
1.170 |
0.440 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.485 |
Avg. volume 1W: |
|
1,250 |
Avg. price 1M: |
|
0.509 |
Avg. volume 1M: |
|
238.095 |
Avg. price 6M: |
|
0.736 |
Avg. volume 6M: |
|
38.760 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.48% |
Volatility 6M: |
|
99.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |