BVT Put 360 LOR 20.09.2024
/ DE000VM3VZJ6
BVT Put 360 LOR 20.09.2024/ DE000VM3VZJ6 /
| 2024-08-01 8:51:31 AM |
Chg.-0.220 |
Bid1:47:17 PM |
Ask1:47:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-59.46% |
0.228
Bid Size: 22,000 |
0.238
Ask Size: 22,000 |
L OREAL INH. E... |
360.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM3VZJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-247.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-4.07 |
| Time value: |
0.16 |
| Break-even: |
358.38 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.01 |
| Spread %: |
9.46% |
| Delta: |
-0.09 |
| Theta: |
-0.06 |
| Omega: |
-23.36 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.54% |
| 1 Month |
|
|
-65.12% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
-81.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.310 |
| 1M High / 1M Low: |
0.490 |
0.208 |
| 6M High / 6M Low: |
0.810 |
0.144 |
| High (YTD): |
2024-01-17 |
1.000 |
| Low (YTD): |
2024-06-07 |
0.144 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.47% |
| Volatility 6M: |
|
209.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
