BVT Put 100 WCH 20.09.2024
/ DE000VM8JCH3
BVT Put 100 WCH 20.09.2024/ DE000VM8JCH3 /
| 2024-08-02 6:09:26 PM |
Chg.+0.22 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+20.18% |
-
Bid Size: - |
-
Ask Size: - |
WACKER CHEMIE ... |
100.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM8JCH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WACKER CHEMIE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
0.96 |
| Time value: |
0.20 |
| Break-even: |
88.40 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
5.45% |
| Delta: |
-0.70 |
| Theta: |
-0.04 |
| Omega: |
-5.48 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.17 |
| High: |
1.41 |
| Low: |
1.17 |
| Previous Close: |
1.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.95% |
| 1 Month |
|
|
+156.86% |
| 3 Months |
|
|
+43.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.84 |
| 1M High / 1M Low: |
1.09 |
0.43 |
| 6M High / 6M Low: |
1.39 |
0.43 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.19% |
| Volatility 6M: |
|
174.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
