BVT Put 16.5 CAR 20.12.2024
/ DE000VC4MUX7
BVT Put 16.5 CAR 20.12.2024/ DE000VC4MUX7 /
| 11/12/2024 8:43:27 AM |
Chg.+0.15 |
Bid12:17:11 PM |
Ask12:17:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+10.14% |
1.79
Bid Size: 25,000 |
1.81
Ask Size: 25,000 |
CARREFOUR S.A. INH.E... |
16.50 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/26/2024 |
| Last trading day: |
12/20/2024 |
| 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: |
|
- |
