BVT Put 40 BAC 20.12.2024
/ DE000VD3SN47
BVT Put 40 BAC 20.12.2024/ DE000VD3SN47 /
9/17/2024 8:44:36 AM |
Chg.-0.007 |
Bid11:58:43 AM |
Ask11:58:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
-14.29% |
0.041 Bid Size: 65,000 |
0.051 Ask Size: 65,000 |
VERIZON COMM. INC. D... |
40.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD3SN4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
VERIZON COMM. INC. DL-,10 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-77.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.11 |
Historic volatility: |
0.20 |
Parity: |
-0.04 |
Time value: |
0.05 |
Break-even: |
39.48 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
23.81% |
Delta: |
-0.35 |
Theta: |
0.00 |
Omega: |
-27.01 |
Rho: |
-0.04 |
Quote data
Open: |
0.042 |
High: |
0.042 |
Low: |
0.042 |
Previous Close: |
0.049 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-51.16% |
1 Month |
|
|
-73.75% |
3 Months |
|
|
-82.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.086 |
0.049 |
1M High / 1M Low: |
0.140 |
0.049 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
254.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |