BVT Put 240 AP3 20.09.2024
/ DE000VM7N0T3
BVT Put 240 AP3 20.09.2024/ DE000VM7N0T3 /
| 04/07/2024 20:02:28 |
Chg.-0.010 |
Bid08:00:38 |
Ask08:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-1.79% |
0.540
Bid Size: 5,600 |
0.580
Ask Size: 5,600 |
AIR PROD. CHEM. ... |
240.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VM7N0T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.25 |
| Parity: |
0.55 |
| Time value: |
0.03 |
| Break-even: |
234.20 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-26.20 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.540 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.91% |
| 1 Month |
|
|
+83.33% |
| 3 Months |
|
|
-65.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.430 |
| 1M High / 1M Low: |
0.730 |
0.188 |
| 6M High / 6M Low: |
2.980 |
0.188 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.244 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.85% |
| Volatility 6M: |
|
249.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
