BVT Put 165 CVX 20.09.2024
/ DE000VM3Q7N2
BVT Put 165 CVX 20.09.2024/ DE000VM3Q7N2 /
| 2024-07-10 8:38:37 AM |
Chg.+0.14 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+11.97% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
165.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3Q7N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 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: |
-10.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
1.11 |
| Time value: |
0.18 |
| Break-even: |
139.68 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
-0.70 |
| Theta: |
-0.03 |
| Omega: |
-7.72 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.76% |
| 1 Month |
|
|
+25.96% |
| 3 Months |
|
|
+37.89% |
| YTD |
|
|
-30.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
0.97 |
| 1M High / 1M Low: |
1.38 |
0.81 |
| 6M High / 6M Low: |
2.47 |
0.66 |
| High (YTD): |
2024-01-18 |
2.47 |
| Low (YTD): |
2024-05-13 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.63% |
| Volatility 6M: |
|
150.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
