BVT Put 38 PAH3 16.08.2024
/ DE000VD76ET7
BVT Put 38 PAH3 16.08.2024/ DE000VD76ET7 /
| 8/1/2024 8:23:01 AM |
Chg.+0.003 |
Bid3:35:19 PM |
Ask3:35:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
+13.64% |
0.018
Bid Size: 104,000 |
0.028
Ask Size: 104,000 |
PORSCHE AUTOM.HLDG V... |
38.00 EUR |
8/16/2024 |
Put |
Master data
| WKN: |
VD76ET |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
6/18/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-121.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
-0.33 |
| Time value: |
0.03 |
| Break-even: |
37.66 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
6.93 |
| Spread abs.: |
0.01 |
| Spread %: |
41.67% |
| Delta: |
-0.16 |
| Theta: |
-0.03 |
| Omega: |
-19.84 |
| Rho: |
0.00 |
Quote data
| Open: |
0.025 |
| High: |
0.025 |
| Low: |
0.025 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.88% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.021 |
| 1M High / 1M Low: |
0.050 |
0.011 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
409.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
