BVT Put 26 ARRD 20.09.2024
/ DE000VM69K13
BVT Put 26 ARRD 20.09.2024/ DE000VM69K13 /
| 8/14/2024 8:00:32 PM |
Chg.+0.110 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.300EUR |
+1.78% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
26.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VM69K1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/20/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
1.72 |
| Historic volatility: |
0.25 |
| Parity: |
2.47 |
| Time value: |
4.13 |
| Break-even: |
19.41 |
| Moneyness: |
1.10 |
| Premium: |
0.18 |
| Premium p.a.: |
3.92 |
| Spread abs.: |
0.32 |
| Spread %: |
5.10% |
| Delta: |
-0.46 |
| Theta: |
-0.07 |
| Omega: |
-1.65 |
| Rho: |
-0.02 |
Quote data
| Open: |
6.490 |
| High: |
6.490 |
| Low: |
6.290 |
| Previous Close: |
6.190 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.96% |
| 1 Month |
|
|
+40.63% |
| 3 Months |
|
|
+122.61% |
| YTD |
|
|
+138.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.300 |
5.820 |
| 1M High / 1M Low: |
6.800 |
4.480 |
| 6M High / 6M Low: |
6.800 |
2.100 |
| High (YTD): |
8/5/2024 |
6.800 |
| Low (YTD): |
2/9/2024 |
2.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.583 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.75% |
| Volatility 6M: |
|
130.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
