BVT Put 11.5 XCA 20.12.2024
/ DE000VU9DSU3
BVT Put 11.5 XCA 20.12.2024/ DE000VU9DSU3 /
| 2024-06-28 8:02:01 PM |
Chg.-0.010 |
Bid8:20:30 PM |
Ask8:20:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-2.38% |
0.410
Bid Size: 7,400 |
0.440
Ask Size: 7,400 |
CREDIT AGRICOLE INH.... |
11.50 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VU9DSU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-29.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-1.43 |
| Time value: |
0.44 |
| Break-even: |
11.06 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
-0.24 |
| Theta: |
0.00 |
| Omega: |
-6.92 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.400 |
| High: |
0.440 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.89% |
| 1 Month |
|
|
+122.83% |
| 3 Months |
|
|
-8.89% |
| YTD |
|
|
-52.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.310 |
| 1M High / 1M Low: |
0.470 |
0.184 |
| 6M High / 6M Low: |
0.970 |
0.184 |
| High (YTD): |
2024-02-13 |
0.970 |
| Low (YTD): |
2024-06-07 |
0.184 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.529 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.67% |
| Volatility 6M: |
|
131.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
