BVT Put 340 LOR 20.09.2024
/ DE000VM3VZK4
BVT Put 340 LOR 20.09.2024/ DE000VM3VZK4 /
| 2024-08-01 8:51:31 AM |
Chg.-0.107 |
Bid1:09:00 PM |
Ask1:09:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
-54.59% |
0.116
Bid Size: 22,000 |
0.126
Ask Size: 22,000 |
L OREAL INH. E... |
340.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM3VZK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-333.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-6.07 |
| Time value: |
0.12 |
| Break-even: |
338.80 |
| Moneyness: |
0.85 |
| Premium: |
0.15 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.03 |
| Spread %: |
34.83% |
| Delta: |
-0.06 |
| Theta: |
-0.05 |
| Omega: |
-19.81 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.089 |
| Previous Close: |
0.196 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.05% |
| 1 Month |
|
|
-65.77% |
| 3 Months |
|
|
-64.40% |
| YTD |
|
|
-85.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.173 |
| 1M High / 1M Low: |
0.260 |
0.081 |
| 6M High / 6M Low: |
0.570 |
0.037 |
| High (YTD): |
2024-01-17 |
0.730 |
| Low (YTD): |
2024-06-17 |
0.037 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.276 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.35% |
| Volatility 6M: |
|
453.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
