BVT Put 320 TT 20.12.2024
/ DE000VD5J2E8
BVT Put 320 TT 20.12.2024/ DE000VD5J2E8 /
10/15/2024 8:48:36 AM |
Chg.-0.026 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.204EUR |
-11.30% |
- Bid Size: - |
- Ask Size: - |
Trane Technologies p... |
320.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
VD5J2E |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Trane Technologies plc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
320.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/6/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-157.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.23 |
Parity: |
-7.79 |
Time value: |
0.24 |
Break-even: |
290.99 |
Moneyness: |
0.79 |
Premium: |
0.22 |
Premium p.a.: |
1.95 |
Spread abs.: |
0.03 |
Spread %: |
13.53% |
Delta: |
-0.07 |
Theta: |
-0.07 |
Omega: |
-11.70 |
Rho: |
-0.05 |
Quote data
Open: |
0.204 |
High: |
0.204 |
Low: |
0.204 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.18% |
1 Month |
|
|
-73.51% |
3 Months |
|
|
-83.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.230 |
1M High / 1M Low: |
0.680 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.275 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.381 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
155.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |