BVT Put 240 AP3 20.09.2024
/ DE000VM7N0T3
BVT Put 240 AP3 20.09.2024/ DE000VM7N0T3 /
8/30/2024 2:05:24 PM |
Chg.+0.004 |
Bid4:48:46 PM |
Ask4:48:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
+25.00% |
0.031 Bid Size: 26,000 |
0.044 Ask Size: 26,000 |
AIR PROD. CHEM. ... |
240.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-735.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.26 |
Parity: |
-1.01 |
Time value: |
0.03 |
Break-even: |
239.66 |
Moneyness: |
0.96 |
Premium: |
0.04 |
Premium p.a.: |
1.03 |
Spread abs.: |
0.01 |
Spread %: |
61.90% |
Delta: |
-0.09 |
Theta: |
-0.03 |
Omega: |
-65.58 |
Rho: |
-0.01 |
Quote data
Open: |
0.021 |
High: |
0.021 |
Low: |
0.020 |
Previous Close: |
0.016 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-39.39% |
1 Month |
|
|
-94.44% |
3 Months |
|
|
-95.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.033 |
0.016 |
1M High / 1M Low: |
0.360 |
0.016 |
6M High / 6M Low: |
2.020 |
0.016 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.023 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.095 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.784 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
295.20% |
Volatility 6M: |
|
253.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |