BVT Put 400 LOR 20.09.2024
/ DE000VM3XU59
BVT Put 400 LOR 20.09.2024/ DE000VM3XU59 /
| 2024-08-30 8:55:32 AM |
Chg.-0.210 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-19.09% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
400.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM3XU5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-45.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
0.34 |
| Time value: |
0.54 |
| Break-even: |
391.20 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.09 |
| Spread %: |
11.39% |
| Delta: |
-0.55 |
| Theta: |
-0.16 |
| Omega: |
-24.63 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.24% |
| 1 Month |
|
|
-41.45% |
| 3 Months |
|
|
+78.00% |
| YTD |
|
|
-37.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.890 |
| 1M High / 1M Low: |
2.710 |
0.890 |
| 6M High / 6M Low: |
2.710 |
0.330 |
| High (YTD): |
2024-08-13 |
2.710 |
| Low (YTD): |
2024-06-07 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
374.22% |
| Volatility 6M: |
|
342.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
