BVT Put 16 XCA 20.12.2024
/ DE000VD51XS2
BVT Put 16 XCA 20.12.2024/ DE000VD51XS2 /
2024-09-10 7:42:16 PM |
Chg.+0.110 |
Bid9:53:57 PM |
Ask9:53:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.930EUR |
+6.04% |
- Bid Size: - |
- Ask Size: - |
CREDIT AGRICOLE INH.... |
16.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
VD51XS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-14 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
1.73 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
1.73 |
Time value: |
0.18 |
Break-even: |
14.10 |
Moneyness: |
1.12 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.09 |
Spread %: |
4.97% |
Delta: |
-0.73 |
Theta: |
0.00 |
Omega: |
-5.49 |
Rho: |
-0.03 |
Quote data
Open: |
1.760 |
High: |
1.940 |
Low: |
1.760 |
Previous Close: |
1.820 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.66% |
1 Month |
|
|
-33.22% |
3 Months |
|
|
-8.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.090 |
1.820 |
1M High / 1M Low: |
2.800 |
1.820 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.978 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.322 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |