BVT Put 15 XCA 20.12.2024
/ DE000VD45BQ4
BVT Put 15 XCA 20.12.2024/ DE000VD45BQ4 /
| 11/15/2024 8:04:47 PM |
Chg.-0.140 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.820EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
15.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
VD45BQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.19 |
| Parity: |
1.73 |
| Time value: |
0.14 |
| Break-even: |
13.14 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
5.08% |
| Delta: |
-0.80 |
| Theta: |
-0.01 |
| Omega: |
-5.73 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.820 |
| High: |
1.820 |
| Low: |
1.700 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.09% |
| 1 Month |
|
|
+91.58% |
| 3 Months |
|
|
+13.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.780 |
| 1M High / 1M Low: |
1.960 |
0.880 |
| 6M High / 6M Low: |
2.310 |
0.860 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.408 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.24% |
| Volatility 6M: |
|
175.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
