BVT Put 900 BLK 20.06.2025
/ DE000VG07W61
BVT Put 900 BLK 20.06.2025/ DE000VG07W61 /
| 2024-12-23 8:22:34 AM |
Chg.-0.040 |
Bid7:56:30 PM |
Ask7:56:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-13.79% |
0.226
Bid Size: 43,000 |
0.236
Ask Size: 43,000 |
BlackRock Inc |
900.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
VG07W6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-12-17 |
| Last trading day: |
2025-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
-1.23 |
| Time value: |
0.27 |
| Break-even: |
835.62 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.21 |
| Theta: |
-0.15 |
| Omega: |
-7.63 |
| Rho: |
-1.14 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
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: |
|
- |
