BVT Put 16.5 CAR 20.12.2024
/ DE000VC4MUX7
BVT Put 16.5 CAR 20.12.2024/ DE000VC4MUX7 /
12/11/2024 08:43:27 |
Chg.+0.15 |
Bid12:14:25 |
Ask12:14:25 |
Underlying |
Strike price |
Expiration date |
Option type |
1.63EUR |
+10.14% |
1.77 Bid Size: 25,000 |
1.79 Ask Size: 25,000 |
CARREFOUR S.A. INH.E... |
16.50 EUR |
20/12/2024 |
Put |
Master data
WKN: |
VC4MUX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
26/09/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.50 |
Intrinsic value: |
1.50 |
Implied volatility: |
0.32 |
Historic volatility: |
0.22 |
Parity: |
1.50 |
Time value: |
0.11 |
Break-even: |
14.89 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.17 |
Spread %: |
11.81% |
Delta: |
-0.80 |
Theta: |
0.00 |
Omega: |
-7.46 |
Rho: |
-0.01 |
Quote data
Open: |
1.63 |
High: |
1.63 |
Low: |
1.63 |
Previous Close: |
1.48 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+32.52% |
1 Month |
|
|
+23.48% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.59 |
1.23 |
1M High / 1M Low: |
2.16 |
1.23 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |