BVT Put 23 ARRD 20.09.2024
/ DE000VM3TX45
BVT Put 23 ARRD 20.09.2024/ DE000VM3TX45 /
23/07/2024 13:50:22 |
Chg.+0.200 |
Bid16:17:09 |
Ask16:17:09 |
Underlying |
Strike price |
Expiration date |
Option type |
2.440EUR |
+8.93% |
2.610 Bid Size: 25,000 |
2.630 Ask Size: 25,000 |
ARCELORMITTAL S.A. N... |
23.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
VM3TX4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
23.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
11/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.79 |
Historic volatility: |
0.25 |
Parity: |
-0.54 |
Time value: |
2.60 |
Break-even: |
20.40 |
Moneyness: |
0.98 |
Premium: |
0.13 |
Premium p.a.: |
1.17 |
Spread abs.: |
0.28 |
Spread %: |
12.07% |
Delta: |
-0.40 |
Theta: |
-0.02 |
Omega: |
-3.63 |
Rho: |
-0.02 |
Quote data
Open: |
2.460 |
High: |
2.460 |
Low: |
2.440 |
Previous Close: |
2.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.45% |
1 Month |
|
|
+43.53% |
3 Months |
|
|
+52.50% |
YTD |
|
|
+60.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.370 |
2.000 |
1M High / 1M Low: |
2.490 |
1.600 |
6M High / 6M Low: |
2.490 |
0.740 |
High (YTD): |
09/07/2024 |
2.490 |
Low (YTD): |
03/06/2024 |
0.740 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.170 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.036 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.443 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.63% |
Volatility 6M: |
|
160.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |