BVT Put 400 ADB 21.03.2025
/ DE000VD3YZ86
BVT Put 400 ADB 21.03.2025/ DE000VD3YZ86 /
| 9/20/2024 8:56:56 AM |
Chg.-0.080 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-18.18% |
-
Bid Size: - |
-
Ask Size: - |
ADOBE INC. |
400.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD3YZ8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ADOBE INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-126.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.30 |
| Parity: |
-6.79 |
| Time value: |
0.37 |
| Break-even: |
396.30 |
| Moneyness: |
0.85 |
| Premium: |
0.15 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
-0.11 |
| Theta: |
-0.03 |
| Omega: |
-13.32 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.40% |
| 1 Month |
|
|
-2.70% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.350 |
| 1M High / 1M Low: |
0.470 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
