BVT Put 17 CAR 20.09.2024
/ DE000VM4SSP2
BVT Put 17 CAR 20.09.2024/ DE000VM4SSP2 /
8/5/2024 8:15:54 AM |
Chg.+0.12 |
Bid5:11:59 PM |
Ask5:11:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.41EUR |
+3.65% |
3.21 Bid Size: 24,000 |
3.25 Ask Size: 24,000 |
CARREFOUR S.A. INH.E... |
17.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
10/31/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.13 |
Intrinsic value: |
3.13 |
Implied volatility: |
0.48 |
Historic volatility: |
0.22 |
Parity: |
3.13 |
Time value: |
0.08 |
Break-even: |
13.79 |
Moneyness: |
1.23 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.17 |
Spread %: |
5.59% |
Delta: |
-0.86 |
Theta: |
0.00 |
Omega: |
-3.72 |
Rho: |
-0.02 |
Quote data
Open: |
3.41 |
High: |
3.41 |
Low: |
3.41 |
Previous Close: |
3.29 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.91% |
1 Month |
|
|
+18.40% |
3 Months |
|
|
+49.56% |
YTD |
|
|
+107.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.29 |
3.02 |
1M High / 1M Low: |
3.29 |
2.23 |
6M High / 6M Low: |
3.63 |
1.23 |
High (YTD): |
7/2/2024 |
3.63 |
Low (YTD): |
5/14/2024 |
1.23 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.34 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.72% |
Volatility 6M: |
|
136.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |