BVT Put 150 BA 20.09.2024
/ DE000VM3L5X0
BVT Put 150 BA 20.09.2024/ DE000VM3L5X0 /
13/09/2024 08:55:53 |
Chg.+0.022 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.105EUR |
+26.51% |
- Bid Size: - |
- Ask Size: - |
Boeing Co |
150.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VM3L5X |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Boeing Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-94.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.29 |
Parity: |
-0.61 |
Time value: |
0.15 |
Break-even: |
133.93 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
23.21 |
Spread abs.: |
0.03 |
Spread %: |
25.00% |
Delta: |
-0.25 |
Theta: |
-0.26 |
Omega: |
-23.42 |
Rho: |
-0.01 |
Quote data
Open: |
0.105 |
High: |
0.105 |
Low: |
0.105 |
Previous Close: |
0.083 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.53% |
1 Month |
|
|
-32.69% |
3 Months |
|
|
-43.85% |
YTD |
|
|
+0.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.173 |
0.083 |
1M High / 1M Low: |
0.195 |
0.029 |
6M High / 6M Low: |
0.660 |
0.029 |
High (YTD): |
16/04/2024 |
0.660 |
Low (YTD): |
03/09/2024 |
0.029 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.117 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.087 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.248 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2,071.99% |
Volatility 6M: |
|
939.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |