BVT Put 65 HEI 21.03.2025
/ DE000VD8VVU2
BVT Put 65 HEI 21.03.2025/ DE000VD8VVU2 /
15/08/2024 19:40:36 |
Chg.-0.013 |
Bid09:29:50 |
Ask09:29:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.106EUR |
-10.92% |
0.105 Bid Size: 70,000 |
0.122 Ask Size: 70,000 |
HEIDELBERG MATERIALS... |
65.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
VD8VVU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
28/06/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-65.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.23 |
Parity: |
-2.41 |
Time value: |
0.14 |
Break-even: |
63.64 |
Moneyness: |
0.73 |
Premium: |
0.29 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.02 |
Spread %: |
15.25% |
Delta: |
-0.10 |
Theta: |
-0.01 |
Omega: |
-6.38 |
Rho: |
-0.06 |
Quote data
Open: |
0.117 |
High: |
0.119 |
Low: |
0.106 |
Previous Close: |
0.119 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.08% |
1 Month |
|
|
+34.18% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.136 |
0.106 |
1M High / 1M Low: |
0.156 |
0.075 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.125 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.105 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |