BVT Put 100 VOW3 20.06.2025
/ DE000VD2GS05
BVT Put 100 VOW3 20.06.2025/ DE000VD2GS05 /
2024-05-28 8:42:16 AM |
Chg.-0.030 |
Bid2:42:15 PM |
Ask2:42:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-9.38% |
0.280 Bid Size: 62,000 |
0.290 Ask Size: 62,000 |
VOLKSWAGEN AG VZO O.... |
100.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
VD2GS0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-03-20 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-37.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
-2.04 |
Time value: |
0.32 |
Break-even: |
96.80 |
Moneyness: |
0.83 |
Premium: |
0.20 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
6.67% |
Delta: |
-0.16 |
Theta: |
-0.01 |
Omega: |
-6.19 |
Rho: |
-0.24 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.12% |
1 Month |
|
|
-14.71% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.320 |
1M High / 1M Low: |
0.380 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.330 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.338 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |