BVT Put 160 AP2/D 21.03.2025
/ DE000VD3LG50
BVT Put 160 AP2/D 21.03.2025/ DE000VD3LG50 /
| 2024-05-21 8:48:39 AM |
Chg.-0.070 |
Bid2:15:31 PM |
Ask2:15:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-11.67% |
0.530
Bid Size: 8,000 |
0.550
Ask Size: 8,000 |
APPLIED MATERIALS IN... |
160.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD3LG5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-37.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.31 |
| Parity: |
-4.25 |
| Time value: |
0.54 |
| Break-even: |
154.60 |
| Moneyness: |
0.79 |
| Premium: |
0.24 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
-0.15 |
| Theta: |
-0.02 |
| Omega: |
-5.59 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.05% |
| 1 Month |
|
|
-53.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.600 |
| 1M High / 1M Low: |
1.160 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.866 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
