BVT Put 155 CVX 20.09.2024
/ DE000VM3Q7P7
BVT Put 155 CVX 20.09.2024/ DE000VM3Q7P7 /
2024-08-08 7:54:16 PM |
Chg.-0.040 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
-3.25% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
155.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM3Q7P |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-10 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
1.15 |
Implied volatility: |
0.37 |
Historic volatility: |
0.18 |
Parity: |
1.15 |
Time value: |
0.21 |
Break-even: |
128.24 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.74% |
Delta: |
-0.72 |
Theta: |
-0.05 |
Omega: |
-6.89 |
Rho: |
-0.13 |
Quote data
Open: |
1.300 |
High: |
1.320 |
Low: |
1.190 |
Previous Close: |
1.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+25.26% |
1 Month |
|
|
+112.50% |
3 Months |
|
|
+221.62% |
YTD |
|
|
-9.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.230 |
0.950 |
1M High / 1M Low: |
1.230 |
0.240 |
6M High / 6M Low: |
1.230 |
0.240 |
High (YTD): |
2024-01-18 |
1.820 |
Low (YTD): |
2024-07-18 |
0.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.586 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.650 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
494.00% |
Volatility 6M: |
|
252.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |