BVT Put 350 LOR 20.09.2024/  DE000VM3VZG2  /

EUWAX
2024-07-29  8:52:28 AM Chg.-0.115 Bid8:00:09 PM Ask8:00:09 PM Underlying Strike price Expiration date Option type
0.225EUR -33.82% 0.310
Bid Size: 9,700
0.370
Ask Size: 9,700
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: 0.225
High: 0.225
Low: 0.225
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -2.17%
3 Months
  -25.00%
YTD
  -67.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.228
1M High / 1M Low: 0.340 0.127
6M High / 6M Low: 0.680 0.083
High (YTD): 2024-01-17 0.850
Low (YTD): 2024-06-17 0.083
52W High: - -
52W Low: - -
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   0.336
Avg. volume 6M:   86.614
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   320.90%
Volatility 6M:   228.08%
Volatility 1Y:   -
Volatility 3Y:   -