BVT Put 15.2 CBK 19.07.2024
/ DE000VD58MC4
BVT Put 15.2 CBK 19.07.2024/ DE000VD58MC4 /
| 2024-07-05 8:41:44 AM |
Chg.-0.080 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-10.81% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
15.20 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
VD58MC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.20 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-07-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
0.47 |
| Time value: |
0.25 |
| Break-even: |
14.49 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.09 |
| Spread %: |
14.52% |
| Delta: |
-0.64 |
| Theta: |
-0.02 |
| Omega: |
-13.25 |
| Rho: |
0.00 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.61% |
| 1 Month |
|
|
-13.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.610 |
| 1M High / 1M Low: |
1.490 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
