BVT Put 170 AMZN 17.01.2025
/ DE000VM5SZ18
BVT Put 170 AMZN 17.01.2025/ DE000VM5SZ18 /
| 2024-09-24 8:32:44 AM |
Chg.-0.050 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-13.51% |
-
Bid Size: - |
-
Ask Size: - |
Amazon.com Inc |
170.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
VM5SZ1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amazon.com Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-49.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-2.15 |
| Time value: |
0.35 |
| Break-even: |
149.50 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
9.38% |
| Delta: |
-0.19 |
| Theta: |
-0.03 |
| Omega: |
-9.37 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.46% |
| 1 Month |
|
|
-61.45% |
| 3 Months |
|
|
-57.89% |
| YTD |
|
|
-86.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.320 |
| 1M High / 1M Low: |
1.000 |
0.320 |
| 6M High / 6M Low: |
1.860 |
0.320 |
| High (YTD): |
2024-01-05 |
2.770 |
| Low (YTD): |
2024-09-24 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.704 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.881 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.93% |
| Volatility 6M: |
|
213.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
