BVT Put 39 DHL 15.11.2024
/ DE000VC273B3
BVT Put 39 DHL 15.11.2024/ DE000VC273B3 /
| 11/11/2024 2:04:23 PM |
Chg.-0.010 |
Bid2:23:07 PM |
Ask2:23:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-2.78% |
0.340
Bid Size: 221,000 |
0.350
Ask Size: 221,000 |
DEUTSCHE POST AG NA ... |
39.00 EUR |
11/15/2024 |
Put |
Master data
| WKN: |
VC273B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE POST AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.00 EUR |
| Maturity: |
11/15/2024 |
| Issue date: |
9/3/2024 |
| Last trading day: |
11/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.21 |
| Parity: |
0.36 |
| Time value: |
0.03 |
| Break-even: |
35.10 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
-0.82 |
| Theta: |
-0.12 |
| Omega: |
-7.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.41% |
| 1 Month |
|
|
+85.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.194 |
| 1M High / 1M Low: |
0.450 |
0.159 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.341 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
