BVT Put 220 ADP 20.12.2024
/ DE000VD3SC24
BVT Put 220 ADP 20.12.2024/ DE000VD3SC24 /
| 02/08/2024 19:42:33 |
Chg.+0.040 |
Bid21:25:00 |
Ask21:25:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+16.00% |
0.270
Bid Size: 27,000 |
0.290
Ask Size: 27,000 |
AUTOM. DATA PROC. DL... |
220.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3SC2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AUTOM. DATA PROC. DL -,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-93.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
-2.22 |
| Time value: |
0.26 |
| Break-even: |
217.40 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
-0.16 |
| Theta: |
-0.02 |
| Omega: |
-15.08 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.260 |
| High: |
0.290 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
-55.38% |
| 3 Months |
|
|
-58.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.210 |
| 1M High / 1M Low: |
0.690 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
