BVT Put 190 F3A 20.12.2024
/ DE000VD3VYF8
BVT Put 190 F3A 20.12.2024/ DE000VD3VYF8 /
2024-10-07 10:31:48 AM |
Chg.-0.080 |
Bid1:40:43 PM |
Ask1:40:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-8.51% |
0.860 Bid Size: 10,000 |
0.880 Ask Size: 10,000 |
FIRST SOLAR INC. D -... |
190.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3VYF |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
FIRST SOLAR INC. D -,001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
190.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-11 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-24.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.47 |
Parity: |
-2.07 |
Time value: |
0.86 |
Break-even: |
181.40 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.90 |
Spread abs.: |
0.02 |
Spread %: |
2.38% |
Delta: |
-0.27 |
Theta: |
-0.10 |
Omega: |
-6.63 |
Rho: |
-0.13 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.860 |
Previous Close: |
0.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+50.88% |
1 Month |
|
|
-41.50% |
3 Months |
|
|
-44.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.570 |
1M High / 1M Low: |
1.500 |
0.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.776 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.802 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
245.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |