BVT Put 600 NFC 20.06.2025
/ DE000VD08299
BVT Put 600 NFC 20.06.2025/ DE000VD08299 /
| 10/06/2024 09:47:50 |
Chg.+0.19 |
Bid11:07:06 |
Ask11:07:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.48EUR |
+3.59% |
5.49
Bid Size: 7,000 |
-
Ask Size: - |
NETFLIX INC. DL... |
600.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
VD0829 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NETFLIX INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.68 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.32 |
| Parity: |
0.49 |
| Time value: |
4.80 |
| Break-even: |
547.10 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
-0.21 |
| Spread %: |
-3.82% |
| Delta: |
-0.40 |
| Theta: |
-0.05 |
| Omega: |
-4.54 |
| Rho: |
-3.01 |
Quote data
| Open: |
5.48 |
| High: |
5.48 |
| Low: |
5.48 |
| Previous Close: |
5.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.90% |
| 1 Month |
|
|
-16.46% |
| 3 Months |
|
|
-28.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.76 |
5.29 |
| 1M High / 1M Low: |
6.63 |
5.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
