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: |
|
- |
