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: |
|
- |
