BVT Put 60 TOTB 20.06.2025
/ DE000VM70G16
BVT Put 60 TOTB 20.06.2025/ DE000VM70G16 /
| 2024-11-14 8:03:05 PM |
Chg.-0.040 |
Bid10:21:46 AM |
Ask10:21:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.350EUR |
-0.91% |
4.420
Bid Size: 14,000 |
4.440
Ask Size: 14,000 |
TOTALENERGIES SE EO... |
60.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
VM70G1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-12.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.38 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
2.85 |
| Time value: |
1.61 |
| Break-even: |
55.54 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.26 |
| Spread %: |
6.19% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-7.04 |
| Rho: |
-0.21 |
Quote data
| Open: |
4.590 |
| High: |
4.590 |
| Low: |
4.350 |
| Previous Close: |
4.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.81% |
| 1 Month |
|
|
+23.93% |
| 3 Months |
|
|
+54.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.150 |
4.350 |
| 1M High / 1M Low: |
5.150 |
3.280 |
| 6M High / 6M Low: |
5.150 |
2.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.853 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.036 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.24% |
| Volatility 6M: |
|
132.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
