BVT Put 140 CVX 20.09.2024
/ DE000VM3Q7U7
BVT Put 140 CVX 20.09.2024/ DE000VM3Q7U7 /
| 02/08/2024 09:48:39 |
Chg.+0.098 |
Bid19:24:23 |
Ask19:24:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.158EUR |
+163.33% |
0.300
Bid Size: 32,000 |
0.310
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: |
-80.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
-1.17 |
| Time value: |
0.18 |
| Break-even: |
128.04 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.01 |
| Spread %: |
6.06% |
| Delta: |
-0.19 |
| Theta: |
-0.04 |
| Omega: |
-15.44 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.158 |
| High: |
0.158 |
| Low: |
0.158 |
| Previous Close: |
0.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.56% |
| 1 Month |
|
|
+43.64% |
| 3 Months |
|
|
-20.20% |
| YTD |
|
|
-78.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.095 |
0.052 |
| 1M High / 1M Low: |
0.151 |
0.052 |
| 6M High / 6M Low: |
0.700 |
0.052 |
| High (YTD): |
18/01/2024 |
0.990 |
| Low (YTD): |
31/07/2024 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.250 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
390.35% |
| Volatility 6M: |
|
249.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
