BVT Put 84 NEM 21.03.2025
/ DE000VD3H1K1
BVT Put 84 NEM 21.03.2025/ DE000VD3H1K1 /
| 12/20/2024 7:40:56 PM |
Chg.-0.020 |
Bid9:48:32 PM |
Ask9:48:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-5.41% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
84.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VD3H1K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
84.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-24.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
-0.93 |
| Time value: |
0.38 |
| Break-even: |
80.20 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
-0.27 |
| Theta: |
-0.04 |
| Omega: |
-6.60 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.370 |
| High: |
0.380 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+34.62% |
| 3 Months |
|
|
-38.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.340 |
| 1M High / 1M Low: |
0.370 |
0.240 |
| 6M High / 6M Low: |
1.000 |
0.214 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.505 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.29% |
| Volatility 6M: |
|
103.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
