BVT Put 23 ARRD 20.09.2024
/ DE000VM3TX45
BVT Put 23 ARRD 20.09.2024/ DE000VM3TX45 /
8/26/2024 1:54:22 PM |
Chg.-0.220 |
Bid4:07:08 PM |
Ask4:07:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.050EUR |
-9.69% |
2.000 Bid Size: 22,000 |
2.020 Ask Size: 22,000 |
ARCELORMITTAL S.A. N... |
23.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.17 |
Historic volatility: |
0.25 |
Parity: |
-0.54 |
Time value: |
2.53 |
Break-even: |
20.47 |
Moneyness: |
0.98 |
Premium: |
0.13 |
Premium p.a.: |
4.97 |
Spread abs.: |
0.32 |
Spread %: |
14.48% |
Delta: |
-0.41 |
Theta: |
-0.05 |
Omega: |
-3.78 |
Rho: |
-0.01 |
Quote data
Open: |
2.120 |
High: |
2.120 |
Low: |
2.050 |
Previous Close: |
2.270 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.69% |
1 Month |
|
|
-10.48% |
3 Months |
|
|
+109.18% |
YTD |
|
|
+34.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.550 |
2.170 |
1M High / 1M Low: |
3.760 |
2.010 |
6M High / 6M Low: |
3.760 |
0.740 |
High (YTD): |
8/5/2024 |
3.760 |
Low (YTD): |
6/3/2024 |
0.740 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.340 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.824 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.702 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
272.88% |
Volatility 6M: |
|
182.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |