BVT Put 15 XCA 20.09.2024
/ DE000VD45A98
BVT Put 15 XCA 20.09.2024/ DE000VD45A98 /
| 8/2/2024 9:57:10 AM |
Chg.+0.640 |
Bid12:51:58 PM |
Ask12:51:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
+67.37% |
1.850
Bid Size: 29,000 |
1.860
Ask Size: 29,000 |
CREDIT AGRICOLE INH.... |
15.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VD45A9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
1.03 |
| Time value: |
0.18 |
| Break-even: |
13.79 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.08 |
| Spread %: |
7.08% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-8.24 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.590 |
| High: |
1.590 |
| Low: |
1.590 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.33% |
| 1 Month |
|
|
-20.90% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.950 |
| 1M High / 1M Low: |
2.010 |
0.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
