BVT Put 120 BIDU 20.09.2024
/ DE000VM3MAY7
BVT Put 120 BIDU 20.09.2024/ DE000VM3MAY7 /
| 8/30/2024 8:54:53 AM |
Chg.-0.14 |
Bid10:55:56 AM |
Ask10:55:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.14EUR |
-4.27% |
3.13
Bid Size: 11,000 |
3.18
Ask Size: 11,000 |
Baidu Inc |
120.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM3MAY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
3.27 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.32 |
| Parity: |
3.27 |
| Time value: |
0.01 |
| Break-even: |
75.50 |
| Moneyness: |
1.43 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.61% |
| Delta: |
-0.94 |
| Theta: |
-0.03 |
| Omega: |
-2.17 |
| Rho: |
-0.06 |
Quote data
| Open: |
3.14 |
| High: |
3.14 |
| Low: |
3.14 |
| Previous Close: |
3.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.18% |
| 1 Month |
|
|
+9.41% |
| 3 Months |
|
|
+40.18% |
| YTD |
|
|
+113.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.28 |
2.97 |
| 1M High / 1M Low: |
3.48 |
2.78 |
| 6M High / 6M Low: |
3.48 |
1.25 |
| High (YTD): |
8/5/2024 |
3.48 |
| Low (YTD): |
5/17/2024 |
1.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.57% |
| Volatility 6M: |
|
110.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
