BVT Put 95 NEM 21.03.2025
/ DE000VC0YQ58
BVT Put 95 NEM 21.03.2025/ DE000VC0YQ58 /
| 2024-12-20 7:51:42 PM |
Chg.-0.050 |
Bid9:50:15 PM |
Ask9:50:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-6.49% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
95.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VC0YQ5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-29 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.18 |
| Time value: |
0.60 |
| Break-even: |
87.30 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.05 |
| Spread %: |
6.94% |
| Delta: |
-0.49 |
| Theta: |
-0.04 |
| Omega: |
-5.89 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.710 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
+46.94% |
| 3 Months |
|
|
-28.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.690 |
| 1M High / 1M Low: |
0.770 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
