BVT Put 5800 S&P 500 Index 19.12.2025
/ DE000VD9ZPW9
BVT Put 5800 S&P 500 Index 19.12..../ DE000VD9ZPW9 /
| 11/10/2024 10:20:11 |
Chg.-0.010 |
Bid14:47:18 |
Ask14:47:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-1.39% |
0.710
Bid Size: 150,000 |
0.720
Ask Size: 150,000 |
- |
5,800.00 USD |
19/12/2025 |
Put |
Master data
| WKN: |
VD9ZPW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,800.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
15/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-74.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.11 |
| Parity: |
0.18 |
| Time value: |
0.53 |
| Break-even: |
5,233.72 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
-0.29 |
| Theta: |
0.00 |
| Omega: |
-21.94 |
| Rho: |
-19.34 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.33% |
| 1 Month |
|
|
-16.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.720 |
| 1M High / 1M Low: |
0.850 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.735 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.725 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
