BVT Put 96 NEM 21.03.2025
/ DE000VD7QTT0
BVT Put 96 NEM 21.03.2025/ DE000VD7QTT0 /
| 23/12/2024 12:06:20 |
Chg.-0.020 |
Bid12:25:30 |
Ask12:25:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-2.60% |
0.750
Bid Size: 32,000 |
0.760
Ask Size: 32,000 |
NEMETSCHEK SE O.N. |
96.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VD7QTT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
96.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
11/06/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
0.28 |
| Time value: |
0.56 |
| Break-even: |
87.70 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
7.79% |
| Delta: |
-0.51 |
| Theta: |
-0.04 |
| Omega: |
-5.71 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.750 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.06% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
-27.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.740 |
| 1M High / 1M Low: |
0.830 |
0.480 |
| 6M High / 6M Low: |
1.640 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.922 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.00% |
| Volatility 6M: |
|
114.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
