BVT Put 5750 S&P 500 Index 21.03.2025
/ DE000VD3ZFX1
BVT Put 5750 S&P 500 Index 21.03..../ DE000VD3ZFX1 /
| 11/14/2024 8:02:58 PM |
Chg.+0.030 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,750.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD3ZFX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,750.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-101.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.12 |
| Parity: |
-2.35 |
| Time value: |
0.59 |
| Break-even: |
5,691.00 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
-0.23 |
| Theta: |
-0.39 |
| Omega: |
-23.17 |
| Rho: |
-4.96 |
Quote data
| Open: |
0.570 |
| High: |
0.600 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.64% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-64.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.570 |
| 1M High / 1M Low: |
1.050 |
0.570 |
| 6M High / 6M Low: |
2.270 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.811 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.390 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.20% |
| Volatility 6M: |
|
123.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
