BVT Put 13.5 SDF 20.12.2024
/ DE000VU9DQ98
BVT Put 13.5 SDF 20.12.2024/ DE000VU9DQ98 /
2024-10-28 1:54:04 PM |
Chg.-0.009 |
Bid3:24:20 PM |
Ask3:24:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.231EUR |
-3.75% |
0.222 Bid Size: 144,000 |
0.232 Ask Size: 144,000 |
K+S AG NA O.N. |
13.50 EUR |
2024-12-20 |
Put |
Master data
WKN: |
VU9DQ9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
K+S AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-05 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.43 |
Historic volatility: |
0.26 |
Parity: |
0.23 |
Time value: |
0.01 |
Break-even: |
11.10 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
4.35% |
Delta: |
-0.86 |
Theta: |
0.00 |
Omega: |
-3.98 |
Rho: |
-0.02 |
Quote data
Open: |
0.226 |
High: |
0.231 |
Low: |
0.226 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.75% |
1 Month |
|
|
+35.09% |
3 Months |
|
|
+22.87% |
YTD |
|
|
+51.97% |
1 Year |
|
|
+54.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.240 |
1M High / 1M Low: |
0.300 |
0.191 |
6M High / 6M Low: |
0.340 |
0.091 |
High (YTD): |
2024-09-10 |
0.340 |
Low (YTD): |
2024-05-30 |
0.091 |
52W High: |
2024-09-10 |
0.340 |
52W Low: |
2024-05-30 |
0.091 |
Avg. price 1W: |
|
0.246 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.250 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.194 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.182 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
119.70% |
Volatility 6M: |
|
122.54% |
Volatility 1Y: |
|
110.08% |
Volatility 3Y: |
|
- |