BVT Put 500 MUV2 21.03.2025
/ DE000VD3ZE98
BVT Put 500 MUV2 21.03.2025/ DE000VD3ZE98 /
| 6/7/2024 8:57:56 AM |
Chg.-0.14 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.51EUR |
-5.28% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
500.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
VD3ZE9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-18.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.22 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.05 |
| Historic volatility: |
0.17 |
| Parity: |
3.80 |
| Time value: |
-1.26 |
| Break-even: |
474.60 |
| Moneyness: |
1.08 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
2.01% |
| Delta: |
-0.85 |
| Theta: |
0.03 |
| Omega: |
-15.48 |
| Rho: |
-3.28 |
Quote data
| Open: |
2.51 |
| High: |
2.51 |
| Low: |
2.51 |
| Previous Close: |
2.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.04% |
| 1 Month |
|
|
-27.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.68 |
2.51 |
| 1M High / 1M Low: |
3.46 |
2.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
