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BVT Put 21 ARRD 20.12.2024/  DE000VU9EFX2  /

Frankfurt Zert./VONT
2024-11-04  7:41:59 PM Chg.-0.060 Bid9:33:40 PM Ask9:33:40 PM Underlying Strike price Expiration date Option type
0.540EUR -10.00% 0.540
Bid Size: 5,600		 0.620
Ask Size: 5,600		 ARCELORMITTAL S.A. N... 21.00 EUR 2024-12-20 Put
 

Master data

WKN: VU9EFX
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Put
Strike price: 21.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-05
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -35.66
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.23
Parity: -2.54
Time value: 0.66
Break-even: 20.34
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 1.75
Spread abs.: 0.08
Spread %: 13.79%
Delta: -0.23
Theta: -0.01
Omega: -8.34
Rho: -0.01
 

Quote data

Open: 0.550
High: 0.560
Low: 0.530
Previous Close: 0.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.89%
1 Month
  -8.47%
3 Months
  -78.31%
YTD
  -60.87%
1 Year
  -80.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.470
1M High / 1M Low: 0.850 0.470
6M High / 6M Low: 2.540 0.470
High (YTD): 2024-08-05 2.540
Low (YTD): 2024-10-28 0.470
52W High: 2023-11-10 3.170
52W Low: 2024-10-28 0.470
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.686
Avg. volume 1M:   0.000
Avg. price 6M:   1.285
Avg. volume 6M:   0.000
Avg. price 1Y:   1.425
Avg. volume 1Y:   0.000
Volatility 1M:   231.68%
Volatility 6M:   188.41%
Volatility 1Y:   149.45%
Volatility 3Y:   -