BVT Put 76 NEM 21.03.2025
/ DE000VD3H1R6
BVT Put 76 NEM 21.03.2025/ DE000VD3H1R6 /
| 2024-12-20 6:12:40 PM |
Chg.-0.009 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.214EUR |
-4.04% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
76.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD3H1R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-41.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.28 |
| Parity: |
-1.73 |
| Time value: |
0.23 |
| Break-even: |
73.74 |
| Moneyness: |
0.82 |
| Premium: |
0.21 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.01 |
| Spread %: |
5.12% |
| Delta: |
-0.16 |
| Theta: |
-0.03 |
| Omega: |
-6.77 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.224 |
| High: |
0.240 |
| Low: |
0.214 |
| Previous Close: |
0.223 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.73% |
| 1 Month |
|
|
+22.29% |
| 3 Months |
|
|
-40.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.227 |
0.206 |
| 1M High / 1M Low: |
0.227 |
0.167 |
| 6M High / 6M Low: |
0.710 |
0.143 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.219 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.80% |
| Volatility 6M: |
|
108.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
