BVT Put 32 BAC 20.12.2024
/ DE000VD4TVE9
BVT Put 32 BAC 20.12.2024/ DE000VD4TVE9 /
| 2024-07-25 8:40:00 AM |
Chg.-0.005 |
Bid1:30:11 PM |
Ask1:30:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
-21.74% |
0.018
Bid Size: 112,000 |
0.028
Ask Size: 112,000 |
VERIZON COMM. INC. D... |
32.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD4TVE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
VERIZON COMM. INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-130.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
-0.46 |
| Time value: |
0.03 |
| Break-even: |
31.72 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
55.56% |
| Delta: |
-0.11 |
| Theta: |
0.00 |
| Omega: |
-14.87 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.023 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.023 |
0.012 |
| 1M High / 1M Low: |
0.026 |
0.012 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.017 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
