BVT Put 15 CAR 21.03.2025
/ DE000VD3HWK1
BVT Put 15 CAR 21.03.2025/ DE000VD3HWK1 /
| 2024-06-21 5:05:04 PM |
Chg.+0.110 |
Bid6:05:10 PM |
Ask6:05:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.850EUR |
+6.32% |
1.850
Bid Size: 7,000 |
1.970
Ask Size: 7,000 |
CARREFOUR S.A. INH.E... |
15.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD3HWK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
1.12 |
| Time value: |
0.79 |
| Break-even: |
13.10 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.14 |
| Spread %: |
7.95% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-3.81 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.810 |
| High: |
1.850 |
| Low: |
1.810 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.59% |
| 1 Month |
|
|
+79.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.380 |
| 1M High / 1M Low: |
1.750 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
