BVT Put 370 LOR 20.09.2024
/ DE000VM3VZP3
BVT Put 370 LOR 20.09.2024/ DE000VM3VZP3 /
| 2024-07-05 8:03:05 PM |
Chg.-0.060 |
Bid8:59:20 PM |
Ask8:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-12.24% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
370.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM3VZP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
370.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-82.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-4.01 |
| Time value: |
0.50 |
| Break-even: |
365.00 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.05 |
| Spread %: |
11.11% |
| Delta: |
-0.17 |
| Theta: |
-0.08 |
| Omega: |
-14.10 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.430 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.76% |
| 1 Month |
|
|
+154.44% |
| 3 Months |
|
|
-55.67% |
| YTD |
|
|
-54.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.430 |
| 1M High / 1M Low: |
0.680 |
0.169 |
| 6M High / 6M Low: |
1.190 |
0.168 |
| High (YTD): |
2024-01-17 |
1.190 |
| Low (YTD): |
2024-06-05 |
0.168 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.575 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.89% |
| Volatility 6M: |
|
215.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
