BVT Put 64 TOTB 21.03.2025
/ DE000VD3H2H5
BVT Put 64 TOTB 21.03.2025/ DE000VD3H2H5 /
| 15/11/2024 13:51:54 |
Chg.-0.050 |
Bid16:07:22 |
Ask16:07:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-6.49% |
0.700
Bid Size: 108,000 |
0.710
Ask Size: 108,000 |
TOTALENERGIES SE EO... |
64.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
VD3H2H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.69 |
| Time value: |
0.10 |
| Break-even: |
56.20 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
6.85% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-5.16 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.720 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.86% |
| 1 Month |
|
|
+18.03% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.770 |
| 1M High / 1M Low: |
0.920 |
0.560 |
| 6M High / 6M Low: |
0.920 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.533 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.13% |
| Volatility 6M: |
|
157.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
