BVT Put 260 AP3 20.12.2024
/ DE000VD50LZ4
BVT Put 260 AP3 20.12.2024/ DE000VD50LZ4 /
2024-07-04 5:01:05 PM |
Chg.-0.020 |
Bid5:28:09 PM |
Ask5:28:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.810EUR |
-1.09% |
- Bid Size: - |
- Ask Size: - |
AIR PROD. CHEM. ... |
260.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD50LZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AIR PROD. CHEM. DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-13 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.96 |
Intrinsic value: |
2.55 |
Implied volatility: |
- |
Historic volatility: |
0.25 |
Parity: |
2.55 |
Time value: |
-0.70 |
Break-even: |
241.50 |
Moneyness: |
1.11 |
Premium: |
-0.03 |
Premium p.a.: |
-0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.09% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.800 |
High: |
1.810 |
Low: |
1.800 |
Previous Close: |
1.830 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.13% |
1 Month |
|
|
+52.10% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.130 |
1.470 |
1M High / 1M Low: |
2.130 |
0.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.802 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.265 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |