BVT Put 390 LOR 20.09.2024
/ DE000VM3VZN8
BVT Put 390 LOR 20.09.2024/ DE000VM3VZN8 /
| 2024-08-01 1:44:05 PM |
Chg.+0.360 |
Bid2:00:08 PM |
Ask2:00:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+59.02% |
0.980
Bid Size: 22,000 |
0.990
Ask Size: 22,000 |
L OREAL INH. E... |
390.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM3VZN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
390.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-54.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-1.07 |
| Time value: |
0.73 |
| Break-even: |
382.70 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.10 |
| Spread %: |
15.87% |
| Delta: |
-0.33 |
| Theta: |
-0.10 |
| Omega: |
-18.15 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.870 |
| High: |
0.970 |
| Low: |
0.870 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.20% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+46.97% |
| YTD |
|
|
-23.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
0.610 |
| 1M High / 1M Low: |
1.370 |
0.600 |
| 6M High / 6M Low: |
1.540 |
0.260 |
| High (YTD): |
2024-01-17 |
1.680 |
| Low (YTD): |
2024-06-07 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.811 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.63% |
| Volatility 6M: |
|
259.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
