BVT Put 31 ZAL 18.10.2024
/ DE000VC4TS67
BVT Put 31 ZAL 18.10.2024/ DE000VC4TS67 /
| 2024-10-04 7:52:32 PM |
Chg.-0.210 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
31.00 EUR |
2024-10-18 |
Put |
Master data
| WKN: |
VC4TS6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
31.00 EUR |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-09-30 |
| Last trading day: |
2024-10-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.46 |
| Parity: |
1.82 |
| Time value: |
0.92 |
| Break-even: |
28.26 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.51 |
| Spread %: |
22.87% |
| Delta: |
-0.64 |
| Theta: |
-0.05 |
| Omega: |
-6.76 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.150 |
| High: |
2.150 |
| Low: |
1.980 |
| Previous Close: |
2.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
