BVT Put 38 TWLO 20.12.2024
/ DE000VD4BCE7
BVT Put 38 TWLO 20.12.2024/ DE000VD4BCE7 /
10/09/2024 08:45:35 |
Chg.-0.003 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
-8.11% |
- Bid Size: - |
- Ask Size: - |
Twilio Inc |
38.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD4BCE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Twilio Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
38.00 - |
Maturity: |
20/12/2024 |
Issue date: |
17/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-121.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.34 |
Parity: |
-1.53 |
Time value: |
0.04 |
Break-even: |
37.56 |
Moneyness: |
0.71 |
Premium: |
0.30 |
Premium p.a.: |
1.55 |
Spread abs.: |
0.01 |
Spread %: |
29.41% |
Delta: |
-0.07 |
Theta: |
-0.01 |
Omega: |
-8.10 |
Rho: |
-0.01 |
Quote data
Open: |
0.034 |
High: |
0.034 |
Low: |
0.034 |
Previous Close: |
0.037 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+47.83% |
1 Month |
|
|
-24.44% |
3 Months |
|
|
-50.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.037 |
0.021 |
1M High / 1M Low: |
0.043 |
0.016 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.025 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
379.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |