BVT Put 600 NFC 20.06.2025
/ DE000VD08299
BVT Put 600 NFC 20.06.2025/ DE000VD08299 /
| 2024-05-17 11:51:30 AM |
Chg.+0.15 |
Bid10:00:01 PM |
Ask10:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.63EUR |
+2.31% |
-
Bid Size: - |
-
Ask Size: - |
NETFLIX INC. DL... |
600.00 - |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.81 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.32 |
| Parity: |
2.85 |
| Time value: |
3.78 |
| Break-even: |
533.70 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.45 |
| Spread %: |
7.28% |
| Delta: |
-0.45 |
| Theta: |
-0.05 |
| Omega: |
-3.91 |
| Rho: |
-3.55 |
Quote data
| Open: |
6.63 |
| High: |
6.63 |
| Low: |
6.63 |
| Previous Close: |
6.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.07% |
| 1 Month |
|
|
-23.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.63 |
6.40 |
| 1M High / 1M Low: |
9.13 |
6.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
