BVT Put 13.5 8TI 19.12.2024
/ DE000VC2NFH3
BVT Put 13.5 8TI 19.12.2024/ DE000VC2NFH3 /
| 2024-11-07 10:32:14 AM |
Chg.-0.120 |
Bid11:30:46 AM |
Ask11:30:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-13.19% |
0.820
Bid Size: 39,000 |
0.830
Ask Size: 39,000 |
STELLANTIS NV EO... |
13.50 EUR |
2024-12-19 |
Put |
Master data
| WKN: |
VC2NFH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STELLANTIS NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-12-19 |
| Issue date: |
2024-08-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
0.63 |
| Time value: |
0.40 |
| Break-even: |
12.47 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.11 |
| Spread %: |
11.96% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-7.57 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.80% |
| 1 Month |
|
|
-50.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.910 |
| 1M High / 1M Low: |
1.850 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.492 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
