BVT Put 5750 S&P 500 Index 21.03.2025
/ DE000VD3ZFX1
BVT Put 5750 S&P 500 Index 21.03..../ DE000VD3ZFX1 /
| 8/15/2024 8:56:35 AM |
Chg.-0.08 |
Bid8:02:01 PM |
Ask8:02:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
-4.68% |
1.42
Bid Size: 150,000 |
1.43
Ask Size: 150,000 |
- |
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: |
-32.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
2.95 |
| Implied volatility: |
- |
| Historic volatility: |
0.12 |
| Parity: |
2.95 |
| Time value: |
-1.29 |
| Break-even: |
5,584.00 |
| Moneyness: |
1.05 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.44% |
| 1 Month |
|
|
+32.52% |
| 3 Months |
|
|
-24.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
1.71 |
| 1M High / 1M Low: |
2.31 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
