BVT Put 400 ADB 21.03.2025
/ DE000VD3YZ86
BVT Put 400 ADB 21.03.2025/ DE000VD3YZ86 /
| 2024-06-21 8:55:21 AM |
Chg.+0.030 |
Bid7:47:10 PM |
Ask7:47:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+5.00% |
0.550
Bid Size: 19,000 |
0.560
Ask Size: 19,000 |
ADOBE INC. |
400.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD3YZ8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ADOBE INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-76.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.31 |
| Parity: |
-8.85 |
| Time value: |
0.64 |
| Break-even: |
393.60 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
-0.12 |
| Theta: |
-0.03 |
| Omega: |
-8.92 |
| Rho: |
-0.48 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-35.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.600 |
| 1M High / 1M Low: |
1.410 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
