BVT Put 15 XCA 20.12.2024
/ DE000VD45BQ4
BVT Put 15 XCA 20.12.2024/ DE000VD45BQ4 /
| 2024-08-02 5:03:31 PM |
Chg.+0.820 |
Bid7:24:08 PM |
Ask7:24:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
+61.19% |
1.940
Bid Size: 6,000 |
2.000
Ask Size: 6,000 |
CREDIT AGRICOLE INH.... |
15.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
1.03 |
| Time value: |
0.34 |
| Break-even: |
13.63 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
5.38% |
| Delta: |
-0.61 |
| Theta: |
0.00 |
| Omega: |
-6.25 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.760 |
| High: |
2.160 |
| Low: |
1.760 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.66% |
| 1 Month |
|
|
+2.86% |
| 3 Months |
|
|
+32.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.260 |
| 1M High / 1M Low: |
2.100 |
1.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
