BVT Put 5500 S&P 500 Index 20.06.2025
/ DE000VD13FN0
BVT Put 5500 S&P 500 Index 20.06..../ DE000VD13FN0 /
| 9/26/2024 4:46:26 PM |
Chg.-0.010 |
Bid5:02:30 PM |
Ask5:02:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-2.22% |
0.440
Bid Size: 150,000 |
0.450
Ask Size: 150,000 |
- |
5,500.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
VD13FN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,500.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-124.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.12 |
| Parity: |
-2.22 |
| Time value: |
0.46 |
| Break-even: |
5,454.00 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
-0.19 |
| Theta: |
-0.11 |
| Omega: |
-23.31 |
| Rho: |
-8.18 |
Quote data
| Open: |
0.430 |
| High: |
0.440 |
| Low: |
0.430 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.00% |
| 3 Months |
|
|
-22.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.440 |
| 1M High / 1M Low: |
0.660 |
0.440 |
| 6M High / 6M Low: |
0.970 |
0.440 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.648 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.56% |
| Volatility 6M: |
|
81.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
