BVT Put 65 TOTB 20.06.2025
/ DE000VD49DL3
BVT Put 65 TOTB 20.06.2025/ DE000VD49DL3 /
2024-10-11 8:17:33 AM |
Chg.-0.020 |
Bid8:43:56 PM |
Ask8:43:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
-3.08% |
0.640 Bid Size: 8,000 |
0.680 Ask Size: 8,000 |
TOTALENERGIES SE EO... |
65.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
VD49DL |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
TOTALENERGIES SE EO 2,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-04-30 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
0.26 |
Time value: |
0.41 |
Break-even: |
58.30 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
6.35% |
Delta: |
-0.48 |
Theta: |
-0.01 |
Omega: |
-4.48 |
Rho: |
-0.25 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.630 |
Previous Close: |
0.650 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.35% |
1 Month |
|
|
-25.88% |
3 Months |
|
|
+1.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.590 |
1M High / 1M Low: |
0.890 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.638 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.730 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |