BVT Put 68 TOTB 21.03.2025
/ DE000VD3H2D4
BVT Put 68 TOTB 21.03.2025/ DE000VD3H2D4 /
| 2024-10-11 10:13:35 AM |
Chg.-0.030 |
Bid4:28:31 PM |
Ask4:28:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-4.05% |
0.710
Bid Size: 120,000 |
0.720
Ask Size: 120,000 |
TOTALENERGIES SE EO... |
68.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD3H2D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.56 |
| Time value: |
0.20 |
| Break-even: |
60.40 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
7.04% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-5.00 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.79% |
| 1 Month |
|
|
-26.04% |
| 3 Months |
|
|
+2.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.670 |
| 1M High / 1M Low: |
1.020 |
0.670 |
| 6M High / 6M Low: |
1.020 |
0.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.834 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.733 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.38% |
| Volatility 6M: |
|
109.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
