BVT Put 240 AP3 20.12.2024
/ DE000VD3SRX1
BVT Put 240 AP3 20.12.2024/ DE000VD3SRX1 /
| 22/10/2024 13:51:35 |
Chg.-0.017 |
Bid14:32:08 |
Ask14:32:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.115EUR |
-12.88% |
-
Bid Size: - |
-
Ask Size: - |
AIR PROD. CHEM. ... |
240.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3SRX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
22/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-221.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
-4.98 |
| Time value: |
0.13 |
| Break-even: |
238.69 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
3.10 |
| Spread abs.: |
0.02 |
| Spread %: |
13.91% |
| Delta: |
-0.07 |
| Theta: |
-0.06 |
| Omega: |
-15.61 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.114 |
| High: |
0.115 |
| Low: |
0.114 |
| Previous Close: |
0.132 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-30.72% |
| 3 Months |
|
|
-75.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.193 |
0.115 |
| 6M High / 6M Low: |
1.390 |
0.115 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.562 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.76% |
| Volatility 6M: |
|
210.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
