BVT Put 150 CHV 20.12.2024
/ DE000VD3LNX5
BVT Put 150 CHV 20.12.2024/ DE000VD3LNX5 /
| 2024-07-29 8:01:47 PM |
Chg.+0.080 |
Bid9:54:37 PM |
Ask9:54:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+16.33% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
150.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3LNX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
0.06 |
| Break-even: |
144.80 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-16.41 |
| Rho: |
-0.36 |
Quote data
| Open: |
0.500 |
| High: |
0.590 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.00% |
| 1 Month |
|
|
+7.55% |
| 3 Months |
|
|
+16.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.490 |
| 1M High / 1M Low: |
0.630 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
