BVT Put 16 XCA 20.09.2024
/ DE000VD51XC6
BVT Put 16 XCA 20.09.2024/ DE000VD51XC6 /
| 7/30/2024 8:22:42 AM |
Chg.+0.03 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+1.42% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
16.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.19 |
| Parity: |
2.10 |
| Time value: |
0.16 |
| Break-even: |
13.74 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
4.63% |
| Delta: |
-0.79 |
| Theta: |
0.00 |
| Omega: |
-4.84 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
2.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.42% |
| 1 Month |
|
|
-31.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
2.03 |
| 1M High / 1M Low: |
3.00 |
1.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
