BVT Put 350 LOR 20.09.2024/  DE000VM3VZG2  /

Frankfurt Zert./VONT
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:   -