BVT Put 13 XCA 20.09.2024
/ DE000VM6TVU9
BVT Put 13 XCA 20.09.2024/ DE000VM6TVU9 /
| 2024-07-25 8:50:08 AM |
Chg.+0.025 |
Bid12:47:08 PM |
Ask12:47:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.201EUR |
+14.20% |
0.280
Bid Size: 46,000 |
0.290
Ask Size: 46,000 |
CREDIT AGRICOLE INH.... |
13.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM6TVU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-67.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.99 |
| Time value: |
0.21 |
| Break-even: |
12.79 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
7.22% |
| Delta: |
-0.22 |
| Theta: |
0.00 |
| Omega: |
-14.90 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.201 |
| High: |
0.201 |
| Low: |
0.201 |
| Previous Close: |
0.176 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.35% |
| 1 Month |
|
|
-59.80% |
| 3 Months |
|
|
-56.30% |
| YTD |
|
|
-85.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.194 |
0.167 |
| 1M High / 1M Low: |
0.680 |
0.167 |
| 6M High / 6M Low: |
1.800 |
0.141 |
| High (YTD): |
2024-02-19 |
1.800 |
| Low (YTD): |
2024-06-03 |
0.141 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.725 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.32% |
| Volatility 6M: |
|
206.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
