BVT Put 22 ARRD 20.09.2024
/ DE000VM3TX60
BVT Put 22 ARRD 20.09.2024/ DE000VM3TX60 /
| 23/07/2024 14:04:08 |
Chg.+0.150 |
Bid16:13:27 |
Ask16:13:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
+9.87% |
1.780
Bid Size: 32,000 |
1.800
Ask Size: 32,000 |
ARCELORMITTAL S.A. N... |
22.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
VM3TX6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.25 |
| Parity: |
-1.54 |
| Time value: |
1.63 |
| Break-even: |
20.37 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.22 |
| Spread %: |
15.60% |
| Delta: |
-0.34 |
| Theta: |
-0.02 |
| Omega: |
-4.92 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.640 |
| High: |
1.670 |
| Low: |
1.640 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.79% |
| 1 Month |
|
|
+43.97% |
| 3 Months |
|
|
+36.89% |
| YTD |
|
|
+35.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.310 |
| 1M High / 1M Low: |
1.760 |
1.100 |
| 6M High / 6M Low: |
1.760 |
0.510 |
| High (YTD): |
09/07/2024 |
1.760 |
| Low (YTD): |
03/06/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.374 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.066 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.94% |
| Volatility 6M: |
|
173.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
