BVT Put 390 LOR 20.09.2024
/ DE000VM3VZN8
BVT Put 390 LOR 20.09.2024/ DE000VM3VZN8 /
| 2024-09-06 8:54:40 AM |
Chg.+0.210 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+31.82% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-29.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.72 |
| Time value: |
0.57 |
| Break-even: |
377.10 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.11 |
| Spread %: |
9.32% |
| Delta: |
-0.60 |
| Theta: |
-0.31 |
| Omega: |
-17.91 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+107.14% |
| 1 Month |
|
|
-27.50% |
| 3 Months |
|
|
+248.00% |
| YTD |
|
|
-29.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.360 |
| 1M High / 1M Low: |
1.710 |
0.360 |
| 6M High / 6M Low: |
1.710 |
0.250 |
| High (YTD): |
2024-08-13 |
1.710 |
| Low (YTD): |
2024-06-07 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.871 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.803 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.80% |
| Volatility 6M: |
|
382.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
