BVT Put 19000 NDX.X 20.06.2025
/ DE000VD3E122
BVT Put 19000 NDX.X 20.06.2025/ DE000VD3E122 /
| 5/16/2024 4:56:24 PM |
Chg.-0.050 |
Bid7:25:14 PM |
Ask7:25:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.370EUR |
-1.46% |
3.440
Bid Size: 60,000 |
3.450
Ask Size: 60,000 |
NASDAQ 100 INDEX |
19,000.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-50.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.80 |
| Intrinsic value: |
3.70 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.15 |
| Parity: |
3.70 |
| Time value: |
-0.29 |
| Break-even: |
17,108.84 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
-0.38 |
| Theta: |
0.12 |
| Omega: |
-18.83 |
| Rho: |
-74.03 |
Quote data
| Open: |
3.400 |
| High: |
3.400 |
| Low: |
3.370 |
| Previous Close: |
3.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.03% |
| 1 Month |
|
|
-19.95% |
| 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: |
|
- |
