BVT Put 0.61 AUD/USD 21.03.2025
/ DE000VM25CC5
BVT Put 0.61 AUD/USD 21.03.2025/ DE000VM25CC5 /
| 2024-05-22 7:50:32 PM |
Chg.+0.040 |
Bid8:23:08 AM |
Ask8:23:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+7.55% |
0.590
Bid Size: 60,000 |
0.600
Ask Size: 60,000 |
- |
0.61 USD |
2025-03-21 |
Put |
Master data
| WKN: |
VM25CC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.61 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-113.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.09 |
| Parity: |
-5.21 |
| Time value: |
0.54 |
| Break-even: |
0.56 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
-0.14 |
| Theta: |
0.00 |
| Omega: |
-15.87 |
| Rho: |
0.00 |
Quote data
| Open: |
0.540 |
| High: |
0.570 |
| Low: |
0.540 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.55% |
| 1 Month |
|
|
-36.67% |
| 3 Months |
|
|
-32.14% |
| YTD |
|
|
-34.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.510 |
| 1M High / 1M Low: |
0.910 |
0.510 |
| 6M High / 6M Low: |
1.290 |
0.510 |
| High (YTD): |
2024-02-05 |
1.240 |
| Low (YTD): |
2024-05-17 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.938 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.92% |
| Volatility 6M: |
|
106.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
