BVT Put 380 LOR 20.09.2024
/ DE000VM3VZQ1
BVT Put 380 LOR 20.09.2024/ DE000VM3VZQ1 /
| 2024-08-01 10:34:25 AM |
Chg.+0.200 |
Bid1:07:02 PM |
Ask1:07:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+55.56% |
0.610
Bid Size: 22,000 |
0.620
Ask Size: 22,000 |
L OREAL INH. E... |
380.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM3VZQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-91.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-2.07 |
| Time value: |
0.44 |
| Break-even: |
375.60 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.06 |
| Spread %: |
15.79% |
| Delta: |
-0.23 |
| Theta: |
-0.09 |
| Omega: |
-20.51 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.67% |
| 1 Month |
|
|
-23.29% |
| 3 Months |
|
|
+5.66% |
| YTD |
|
|
-47.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.360 |
| 1M High / 1M Low: |
0.960 |
0.360 |
| 6M High / 6M Low: |
1.230 |
0.202 |
| High (YTD): |
2024-01-17 |
1.410 |
| Low (YTD): |
2024-06-05 |
0.202 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.634 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.33% |
| Volatility 6M: |
|
259.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
