BVT Put 170 AP2 21.03.2025
/ DE000VD4LJH4
BVT Put 170 AP2 21.03.2025/ DE000VD4LJH4 /
| 03/06/2024 08:57:38 |
Chg.-0.010 |
Bid18:12:48 |
Ask18:12:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-1.37% |
0.790
Bid Size: 42,000 |
0.800
Ask Size: 42,000 |
APPLIED MATERIALS IN... |
170.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VD4LJH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
22/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.30 |
| Parity: |
-2.82 |
| Time value: |
0.74 |
| Break-even: |
162.60 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
-0.21 |
| Theta: |
-0.02 |
| Omega: |
-5.62 |
| Rho: |
-0.39 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.77% |
| 1 Month |
|
|
-42.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.650 |
| 1M High / 1M Low: |
1.250 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.870 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
