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: |
|
- |
