BVT Put 19000 NDX.X 20.06.2025
/ DE000VD3E122
BVT Put 19000 NDX.X 20.06.2025/ DE000VD3E122 /
| 15/05/2024 19:57:27 |
Chg.-0.330 |
Bid21:57:22 |
Ask21:57:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.420EUR |
-8.80% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
19,000.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
VD3E12 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
19,000.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-46.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.02 |
| Intrinsic value: |
6.26 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.15 |
| Parity: |
6.26 |
| Time value: |
-2.58 |
| Break-even: |
17,201.98 |
| Moneyness: |
1.04 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
-0.45 |
| Theta: |
0.32 |
| Omega: |
-20.75 |
| Rho: |
-87.90 |
Quote data
| Open: |
3.680 |
| High: |
3.680 |
| Low: |
3.420 |
| Previous Close: |
3.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.76% |
| 1 Month |
|
|
-18.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.920 |
3.420 |
| 1M High / 1M Low: |
4.840 |
3.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
