BVT Put 160 CVX 20.09.2024
/ DE000VM3Q7T9
BVT Put 160 CVX 20.09.2024/ DE000VM3Q7T9 /
| 2024-08-05 3:51:11 PM |
Chg.+0.580 |
Bid4:50:10 PM |
Ask4:50:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
+60.42% |
1.660
Bid Size: 20,000 |
1.670
Ask Size: 20,000 |
Chevron Corporation |
160.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3Q7T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
1.05 |
| Time value: |
0.24 |
| Break-even: |
133.74 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
-0.69 |
| Theta: |
-0.05 |
| Omega: |
-7.32 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.360 |
| High: |
1.540 |
| Low: |
1.360 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+175.00% |
| 1 Month |
|
|
+133.33% |
| 3 Months |
|
|
+113.89% |
| YTD |
|
|
-3.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.480 |
| 1M High / 1M Low: |
0.960 |
0.420 |
| 6M High / 6M Low: |
1.510 |
0.420 |
| High (YTD): |
2024-01-18 |
2.110 |
| Low (YTD): |
2024-07-18 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.689 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.875 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
447.30% |
| Volatility 6M: |
|
231.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
