BVT Put 17 CAR 20.09.2024
/ DE000VM4SSP2
BVT Put 17 CAR 20.09.2024/ DE000VM4SSP2 /
2024-09-09 8:03:45 PM |
Chg.-0.170 |
Bid10:20:27 AM |
Ask10:20:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.050EUR |
-7.66% |
1.970 Bid Size: 22,000 |
1.990 Ask Size: 22,000 |
CARREFOUR S.A. INH.E... |
17.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
VM4SSP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
17.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-31 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.03 |
Intrinsic value: |
2.03 |
Implied volatility: |
0.82 |
Historic volatility: |
0.21 |
Parity: |
2.03 |
Time value: |
0.19 |
Break-even: |
14.78 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.18 |
Spread %: |
8.82% |
Delta: |
-0.81 |
Theta: |
-0.03 |
Omega: |
-5.43 |
Rho: |
0.00 |
Quote data
Open: |
2.070 |
High: |
2.090 |
Low: |
2.000 |
Previous Close: |
2.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.29% |
1 Month |
|
|
-35.94% |
3 Months |
|
|
-13.50% |
YTD |
|
|
+25.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.260 |
2.050 |
1M High / 1M Low: |
3.280 |
2.050 |
6M High / 6M Low: |
3.750 |
1.200 |
High (YTD): |
2024-06-28 |
3.750 |
Low (YTD): |
2024-05-13 |
1.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.198 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.640 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.439 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.07% |
Volatility 6M: |
|
121.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |