BVT Put 140 CVX 20.09.2024
/ DE000VM3Q7U7
BVT Put 140 CVX 20.09.2024/ DE000VM3Q7U7 /
09/09/2024 17:04:32 |
Chg.-0.099 |
Bid17:13:42 |
Ask17:13:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.161EUR |
-38.08% |
0.163 Bid Size: 32,000 |
0.173 Ask Size: 32,000 |
Chevron Corporation |
140.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VM3Q7U |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-41.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
0.13 |
Time value: |
0.17 |
Break-even: |
123.28 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
-0.57 |
Theta: |
-0.10 |
Omega: |
-23.68 |
Rho: |
-0.02 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.161 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+323.68% |
1 Month |
|
|
-35.60% |
3 Months |
|
|
+12.59% |
YTD |
|
|
-77.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.038 |
1M High / 1M Low: |
0.260 |
0.038 |
6M High / 6M Low: |
0.480 |
0.038 |
High (YTD): |
18/01/2024 |
1.010 |
Low (YTD): |
02/09/2024 |
0.038 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.137 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.126 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.177 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
675.29% |
Volatility 6M: |
|
451.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |