BVT Put 12 A1G 20.12.2024
/ DE000VD3R1N3
BVT Put 12 A1G 20.12.2024/ DE000VD3R1N3 /
| 11/8/2024 8:58:34 AM |
Chg.0.000 |
Bid10:01:15 AM |
Ask10:01:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.270
Bid Size: 10,000 |
0.280
Ask Size: 10,000 |
AMERICAN AIRLINES GR... |
12.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3R1N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AMERICAN AIRLINES GRP |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.38 |
| Parity: |
-0.62 |
| Time value: |
0.28 |
| Break-even: |
11.72 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
-0.30 |
| Theta: |
-0.01 |
| Omega: |
-13.34 |
| Rho: |
0.00 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.58% |
| 1 Month |
|
|
-78.33% |
| 3 Months |
|
|
-90.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.260 |
| 1M High / 1M Low: |
1.200 |
0.260 |
| 6M High / 6M Low: |
2.700 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.626 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.380 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.01% |
| Volatility 6M: |
|
163.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
