BVT Put 20 DTE 21.03.2025
/ DE000VD3DTT7
BVT Put 20 DTE 21.03.2025/ DE000VD3DTT7 /
| 2024-06-05 8:46:18 AM |
Chg.-0.050 |
Bid4:53:13 PM |
Ask4:53:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-10.00% |
0.420
Bid Size: 90,000 |
0.430
Ask Size: 90,000 |
DT.TELEKOM AG NA |
20.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
VD3DTT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-46.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
-2.25 |
| Time value: |
0.48 |
| Break-even: |
19.52 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
-0.20 |
| Theta: |
0.00 |
| Omega: |
-9.19 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-32.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.430 |
| 1M High / 1M Low: |
0.670 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.547 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
