BVT Put 5500 S&P 500 Index 21.03.2025
/ DE000VD27YR2
BVT Put 5500 S&P 500 Index 21.03..../ DE000VD27YR2 /
| 2024-06-24 7:55:59 PM |
Chg.0.000 |
Bid9:03:19 PM |
Ask9:03:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
0.00% |
0.610
Bid Size: 150,000 |
0.620
Ask Size: 150,000 |
- |
5,500.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD27YR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,500.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2025-03-21 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-89.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.11 |
| Parity: |
0.35 |
| Time value: |
0.26 |
| Break-even: |
5,439.00 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
-0.33 |
| Theta: |
0.00 |
| Omega: |
-29.81 |
| Rho: |
-13.91 |
Quote data
| Open: |
0.590 |
| High: |
0.610 |
| Low: |
0.590 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
-17.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.580 |
| 1M High / 1M Low: |
0.830 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
