BVT Put 380 LOR 20.09.2024
/ DE000VM3VZQ1
BVT Put 380 LOR 20.09.2024/ DE000VM3VZQ1 /
2024-09-06 8:54:40 AM |
Chg.+0.110 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
+33.33% |
- Bid Size: - |
- Ask Size: - |
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: |
-58.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-0.28 |
Time value: |
0.66 |
Break-even: |
373.40 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.07 |
Spread %: |
11.86% |
Delta: |
-0.43 |
Theta: |
-0.29 |
Omega: |
-24.68 |
Rho: |
-0.06 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.440 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+130.37% |
1 Month |
|
|
-45.68% |
3 Months |
|
|
+120.00% |
YTD |
|
|
-58.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.157 |
1M High / 1M Low: |
1.100 |
0.157 |
6M High / 6M Low: |
1.240 |
0.157 |
High (YTD): |
2024-01-17 |
1.400 |
Low (YTD): |
2024-09-02 |
0.157 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.258 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.506 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.581 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
379.98% |
Volatility 6M: |
|
304.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |