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BVT Put 11.5 XCA 20.12.2024/  DE000VU9DSU3  /

Frankfurt Zert./VONT
7/16/2024  8:04:08 PM Chg.-0.002 Bid9:50:15 PM Ask9:50:15 PM Underlying Strike price Expiration date Option type
0.189EUR -1.05% -
Bid Size: -		 -
Ask Size: -		 CREDIT AGRICOLE INH.... 11.50 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/5/2023
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -68.15
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -2.13
Time value: 0.20
Break-even: 11.30
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 5.26%
Delta: -0.14
Theta: 0.00
Omega: -9.56
Rho: -0.01
 

Quote data

Open: 0.201
High: 0.201
Low: 0.189
Previous Close: 0.191
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.40%
1 Month
  -59.79%
3 Months
  -63.65%
YTD
  -78.02%
1 Year
  -88.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.191
1M High / 1M Low: 0.440 0.191
6M High / 6M Low: 0.970 0.184
High (YTD): 2/13/2024 0.970
Low (YTD): 6/7/2024 0.184
52W High: 10/27/2023 1.640
52W Low: 6/7/2024 0.184
Avg. price 1W:   0.213
Avg. volume 1W:   0.000
Avg. price 1M:   0.303
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   0.000
Avg. price 1Y:   0.887
Avg. volume 1Y:   0.000
Volatility 1M:   169.31%
Volatility 6M:   141.25%
Volatility 1Y:   109.15%
Volatility 3Y:   -