BVT Put 5750 S&P 500 Index 21.03.2025
/ DE000VD3ZFX1
BVT Put 5750 S&P 500 Index 21.03..../ DE000VD3ZFX1 /
| 2024-06-28 8:54:38 AM |
Chg.-0.08 |
Bid7:26:08 PM |
Ask7:26:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-5.06% |
1.53
Bid Size: 150,000 |
1.54
Ask Size: 150,000 |
- |
5,750.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD3ZFX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,750.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-21 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-35.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.11 |
| Parity: |
2.67 |
| Time value: |
-1.14 |
| Break-even: |
5,597.00 |
| Moneyness: |
1.05 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
-0.71 |
| Theta: |
0.27 |
| Omega: |
-25.35 |
| Rho: |
-29.40 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-22.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.56 |
| 1M High / 1M Low: |
2.18 |
1.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
