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BVT Put 11.5 XCA 20.12.2024/  DE000VU9DSU3  /

Frankfurt Zert./VONT
15/08/2024  20:00:14 Chg.-0.038 Bid21:46:41 Ask21:46:41 Underlying Strike price Expiration date Option type
0.193EUR -16.45% 0.193
Bid Size: 10,000		 0.203
Ask Size: 10,000		 CREDIT AGRICOLE INH.... 11.50 EUR 20/12/2024 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: 20/12/2024
Issue date: 05/07/2023
Last trading day: 20/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -55.44
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -1.81
Time value: 0.24
Break-even: 11.26
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 4.35%
Delta: -0.17
Theta: 0.00
Omega: -9.38
Rho: -0.01
 

Quote data

Open: 0.221
High: 0.221
Low: 0.191
Previous Close: 0.231
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.45%
1 Month  
+1.05%
3 Months
  -3.50%
YTD
  -77.56%
1 Year
  -87.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.231
1M High / 1M Low: 0.390 0.169
6M High / 6M Low: 0.930 0.169
High (YTD): 13/02/2024 0.970
Low (YTD): 22/07/2024 0.169
52W High: 27/10/2023 1.640
52W Low: 22/07/2024 0.169
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.386
Avg. volume 6M:   0.000
Avg. price 1Y:   0.780
Avg. volume 1Y:   0.000
Volatility 1M:   274.84%
Volatility 6M:   175.08%
Volatility 1Y:   132.94%
Volatility 3Y:   -