BVT Put 14 XCA 20.12.2024
/ DE000VD2X2T1
BVT Put 14 XCA 20.12.2024/ DE000VD2X2T1 /
8/16/2024 7:57:07 PM |
Chg.-0.010 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-1.15% |
- Bid Size: - |
- Ask Size: - |
CREDIT AGRICOLE INH.... |
14.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
VD2X2T |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
14.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
3/27/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
0.49 |
Time value: |
0.42 |
Break-even: |
13.09 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
5.81% |
Delta: |
-0.54 |
Theta: |
0.00 |
Omega: |
-8.04 |
Rho: |
-0.03 |
Quote data
Open: |
0.850 |
High: |
0.890 |
Low: |
0.850 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-25.86% |
1 Month |
|
|
+8.86% |
3 Months |
|
|
+56.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.860 |
1M High / 1M Low: |
1.360 |
0.690 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.982 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.922 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
238.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |