BVT Put 16 XCA 20.09.2024
/ DE000VD51XC6
BVT Put 16 XCA 20.09.2024/ DE000VD51XC6 /
| 27/06/2024 08:21:48 |
Chg.+0.03 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.02EUR |
+1.00% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
16.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
VD51XC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.02 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.19 |
| Parity: |
3.02 |
| Time value: |
0.21 |
| Break-even: |
12.77 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.18 |
| Spread %: |
5.90% |
| Delta: |
-0.78 |
| Theta: |
0.00 |
| Omega: |
-3.12 |
| Rho: |
-0.03 |
Quote data
| Open: |
3.02 |
| High: |
3.02 |
| Low: |
3.02 |
| Previous Close: |
2.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.23% |
| 1 Month |
|
|
+130.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.02 |
2.82 |
| 1M High / 1M Low: |
3.02 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
