BVT Put 380 LOR 20.09.2024
/ DE000VM3VZQ1
BVT Put 380 LOR 20.09.2024/ DE000VM3VZQ1 /
| 26/07/2024 20:00:29 |
Chg.-0.240 |
Bid20:58:43 |
Ask20:58:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-25.00% |
0.730
Bid Size: 4,200 |
0.820
Ask Size: 4,200 |
L OREAL INH. E... |
380.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-36.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-1.24 |
| Time value: |
1.07 |
| Break-even: |
369.30 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.11 |
| Spread %: |
11.46% |
| Delta: |
-0.35 |
| Theta: |
-0.13 |
| Omega: |
-12.71 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.720 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+118.18% |
| 3 Months |
|
|
+22.03% |
| YTD |
|
|
-32.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.590 |
| 1M High / 1M Low: |
0.960 |
0.330 |
| 6M High / 6M Low: |
1.230 |
0.202 |
| High (YTD): |
17/01/2024 |
1.410 |
| Low (YTD): |
05/06/2024 |
0.202 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.643 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.29% |
| Volatility 6M: |
|
240.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
