BVT Put 240 AP3 20.12.2024
/ DE000VD3SRX1
BVT Put 240 AP3 20.12.2024/ DE000VD3SRX1 /
| 2024-09-26 8:43:51 AM |
Chg.+0.025 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.213EUR |
+13.30% |
-
Bid Size: - |
-
Ask Size: - |
AIR PROD. CHEM. ... |
240.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-114.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.26 |
| Parity: |
-2.57 |
| Time value: |
0.23 |
| Break-even: |
237.67 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
6.39% |
| Delta: |
-0.15 |
| Theta: |
-0.04 |
| Omega: |
-16.76 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.213 |
| High: |
0.213 |
| Low: |
0.213 |
| Previous Close: |
0.188 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.75% |
| 1 Month |
|
|
-37.35% |
| 3 Months |
|
|
-72.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.188 |
| 1M High / 1M Low: |
0.460 |
0.188 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.217 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
