BVT Put 125 XOM 18.10.2024
/ DE000VC5CVS3
BVT Put 125 XOM 18.10.2024/ DE000VC5CVS3 /
| 11/10/2024 10:34:49 |
Chg.+0.020 |
Bid11:51:08 |
Ask11:51:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+8.70% |
0.270
Bid Size: 28,000 |
0.300
Ask Size: 28,000 |
Exxon Mobil Corp |
125.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
VC5CVS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Exxon Mobil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
07/10/2024 |
| Last trading day: |
18/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.17 |
| Time value: |
0.10 |
| Break-even: |
111.63 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.64 |
| Theta: |
-0.11 |
| Omega: |
-26.54 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
