BVT Put 78 NEM 21.03.2025
/ DE000VG09WE5
BVT Put 78 NEM 21.03.2025/ DE000VG09WE5 /
| 2024-12-20 8:04:46 PM |
Chg.-0.010 |
Bid8:29:44 AM |
Ask8:29:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-4.00% |
0.240
Bid Size: 10,000 |
0.250
Ask Size: 10,000 |
NEMETSCHEK SE O.N. |
78.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VG09WE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-12-18 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-35.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.28 |
| Parity: |
-1.53 |
| Time value: |
0.26 |
| Break-even: |
75.40 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
-0.19 |
| Theta: |
-0.03 |
| Omega: |
-6.71 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.250 |
| High: |
0.260 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
