BVT Put 58 P911 17.01.2025/  DE000VG056G7  /

EUWAX
2024-12-20  8:22:37 AM Chg.-0.014 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.140EUR -9.09% -
Bid Size: -
-
Ask Size: -
PORSCHE AG VZ 58.00 EUR 2025-01-17 Put
 

Master data

WKN: VG056G
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: PORSCHE AG VZ
Type: Warrant
Option type: Put
Strike price: 58.00 EUR
Maturity: 2025-01-17
Issue date: 2024-12-17
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -39.34
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.29
Parity: -0.06
Time value: 0.15
Break-even: 56.51
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 11.19%
Delta: -0.42
Theta: -0.03
Omega: -16.55
Rho: -0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.154
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -