BVT Put 350 LOR 20.09.2024
/ DE000VM3VZG2
BVT Put 350 LOR 20.09.2024/ DE000VM3VZG2 /
| 2024-07-29 2:01:38 PM |
Chg.+0.030 |
Bid4:56:26 PM |
Ask4:56:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+12.50% |
0.310
Bid Size: 22,000 |
0.320
Ask Size: 22,000 |
L OREAL INH. E... |
350.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM3VZG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-147.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-4.88 |
| Time value: |
0.27 |
| Break-even: |
347.30 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
-0.11 |
| Theta: |
-0.08 |
| Omega: |
-16.64 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.90% |
| 1 Month |
|
|
-30.77% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
-61.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.229 |
| 1M High / 1M Low: |
0.340 |
0.125 |
| 6M High / 6M Low: |
0.650 |
0.103 |
| High (YTD): |
2024-01-17 |
0.860 |
| Low (YTD): |
2024-06-14 |
0.103 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.242 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.335 |
| Avg. volume 6M: |
|
181.102 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.26% |
| Volatility 6M: |
|
222.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
