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: |
|
- |