BVT Put 15 GZF 20.09.2024
/ DE000VM3TVX0
BVT Put 15 GZF 20.09.2024/ DE000VM3TVX0 /
| 09/09/2024 08:44:55 |
Chg.-0.005 |
Bid13:21:07 |
Ask13:21:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-6.25% |
0.079
Bid Size: 26,000 |
0.089
Ask Size: 26,000 |
ENGIE S.A. INH. ... |
15.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
VM3TVX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-179.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.16 |
| Parity: |
-1.12 |
| Time value: |
0.09 |
| Break-even: |
14.91 |
| Moneyness: |
0.93 |
| Premium: |
0.07 |
| Premium p.a.: |
9.94 |
| Spread abs.: |
0.01 |
| Spread %: |
12.50% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-26.24 |
| Rho: |
0.00 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.79% |
| 1 Month |
|
|
-77.94% |
| 3 Months |
|
|
-80.26% |
| YTD |
|
|
-92.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.098 |
0.072 |
| 1M High / 1M Low: |
0.340 |
0.072 |
| 6M High / 6M Low: |
1.830 |
0.072 |
| High (YTD): |
12/02/2024 |
2.180 |
| Low (YTD): |
03/09/2024 |
0.072 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.773 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.22% |
| Volatility 6M: |
|
206.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
