BVT Put 65 KTF 21.03.2025
/ DE000VC0NRR1
BVT Put 65 KTF 21.03.2025/ DE000VC0NRR1 /
| 2024-10-11 8:04:10 PM |
Chg.+0.003 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.145EUR |
+2.11% |
-
Bid Size: - |
-
Ask Size: - |
MONDELEZ INTL INC. A |
65.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VC0NRR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MONDELEZ INTL INC. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-24 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-42.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.15 |
| Parity: |
0.04 |
| Time value: |
0.11 |
| Break-even: |
63.47 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
6.99% |
| Delta: |
-0.44 |
| Theta: |
0.00 |
| Omega: |
-18.51 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.142 |
| High: |
0.145 |
| Low: |
0.142 |
| Previous Close: |
0.142 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.11% |
| 1 Month |
|
|
+26.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.157 |
0.142 |
| 1M High / 1M Low: |
0.157 |
0.101 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
