BVT Put 295 V 20.09.2024/ DE000VD165E4 /
16/08/2024 08:40:30 | Chg.-0.53 | Bid22:00:02 | Ask22:00:02 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.53EUR | -17.32% | - Bid Size: - |
- Ask Size: - |
Visa Inc | 295.00 USD | 20/09/2024 | Put |
Master data
WKN: | VD165E |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Visa Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 295.00 USD |
Maturity: | 20/09/2024 |
Issue date: | 14/03/2024 |
Last trading day: | 20/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -9.39 |
Leverage: | Yes |
Calculated values
Fair value: | 2.57 |
---|---|
Intrinsic value: | 2.57 |
Implied volatility: | 0.26 |
Historic volatility: | 0.13 |
Parity: | 2.57 |
Time value: | 0.02 |
Break-even: | 242.96 |
Moneyness: | 1.11 |
Premium: | 0.00 |
Premium p.a.: | 0.01 |
Spread abs.: | 0.01 |
Spread %: | 0.39% |
Delta: | -0.88 |
Theta: | -0.03 |
Omega: | -8.25 |
Rho: | -0.23 |
Quote data
Open: | 2.53 |
---|---|
High: | 2.53 |
Low: | 2.53 |
Previous Close: | 3.06 |
Turnover: | 0.00 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.44% | ||
---|---|---|---|
1 Month | +2.43% | ||
3 Months | +64.29% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.23 | 3.06 |
---|---|---|
1M High / 1M Low: | 3.76 | 2.13 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.16 | |
Avg. volume 1W: | 0.00 | |
Avg. price 1M: | 3.03 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 175.31% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |