BVT Put 3400 PCE1 18.10.2024
/ DE000VC1ZVK0
BVT Put 3400 PCE1 18.10.2024/ DE000VC1ZVK0 /
| 03/09/2024 08:21:46 |
Chg.+0.003 |
Bid19:04:34 |
Ask19:04:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.162EUR |
+1.89% |
0.202
Bid Size: 28,000 |
0.229
Ask Size: 28,000 |
BOOKING HLDGS DL... |
3,400.00 - |
18/10/2024 |
Put |
Master data
| WKN: |
VC1ZVK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,400.00 - |
| Maturity: |
18/10/2024 |
| Issue date: |
13/08/2024 |
| Last trading day: |
18/10/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-187.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.23 |
| Parity: |
-1.32 |
| Time value: |
0.19 |
| Break-even: |
3,381.20 |
| Moneyness: |
0.96 |
| Premium: |
0.04 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.03 |
| Spread %: |
16.77% |
| Delta: |
-0.19 |
| Theta: |
-0.46 |
| Omega: |
-35.63 |
| Rho: |
-0.85 |
Quote data
| Open: |
0.162 |
| High: |
0.162 |
| Low: |
0.162 |
| Previous Close: |
0.159 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.69% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.159 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
