BVT Put 220 AP3 20.12.2024
/ DE000VD3SRW3
BVT Put 220 AP3 20.12.2024/ DE000VD3SRW3 /
2024-08-30 5:01:04 PM |
Chg.-0.011 |
Bid6:41:07 PM |
Ask6:41:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.173EUR |
-5.98% |
0.179 Bid Size: 26,000 |
0.192 Ask Size: 26,000 |
AIR PROD. CHEM. ... |
220.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3SRW |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AIR PROD. CHEM. DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-126.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.26 |
Parity: |
-3.01 |
Time value: |
0.20 |
Break-even: |
218.03 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.01 |
Spread %: |
7.07% |
Delta: |
-0.12 |
Theta: |
-0.02 |
Omega: |
-15.31 |
Rho: |
-0.10 |
Quote data
Open: |
0.184 |
High: |
0.184 |
Low: |
0.173 |
Previous Close: |
0.184 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.93% |
1 Month |
|
|
-53.24% |
3 Months |
|
|
-61.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.201 |
0.173 |
1M High / 1M Low: |
0.370 |
0.156 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.182 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.227 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
286.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |