BVT Put 16.5 CAR 20.12.2024/  DE000VC4MUX7  /

EUWAX
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:   -