BVT Put 17 CAR 20.09.2024
/ DE000VM4SSP2
BVT Put 17 CAR 20.09.2024/ DE000VM4SSP2 /
| 28/06/2024 08:22:26 |
Chg.+0.14 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.60EUR |
+4.05% |
-
Bid Size: - |
-
Ask Size: - |
CARREFOUR S.A. INH.E... |
17.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.80 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
3.80 |
| Time value: |
0.08 |
| Break-even: |
13.12 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.16 |
| Spread %: |
4.30% |
| Delta: |
-0.84 |
| Theta: |
0.00 |
| Omega: |
-2.86 |
| Rho: |
-0.03 |
Quote data
| Open: |
3.60 |
| High: |
3.60 |
| Low: |
3.60 |
| Previous Close: |
3.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.88% |
| 1 Month |
|
|
+84.62% |
| 3 Months |
|
|
+78.22% |
| YTD |
|
|
+119.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.60 |
3.19 |
| 1M High / 1M Low: |
3.60 |
1.81 |
| 6M High / 6M Low: |
3.60 |
1.23 |
| High (YTD): |
28/06/2024 |
3.60 |
| Low (YTD): |
14/05/2024 |
1.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.04% |
| Volatility 6M: |
|
135.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
