BVT Put 42 BAC 20.12.2024
/ DE000VD3SN54
BVT Put 42 BAC 20.12.2024/ DE000VD3SN54 /
| 2024-07-25 8:44:39 AM |
Chg.-0.050 |
Bid10:47:48 AM |
Ask10:47:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-13.89% |
0.300
Bid Size: 53,000 |
0.310
Ask Size: 53,000 |
VERIZON COMM. INC. D... |
42.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SN5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
VERIZON COMM. INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
0.54 |
| Time value: |
-0.23 |
| Break-even: |
38.90 |
| Moneyness: |
1.15 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.30% |
| 1 Month |
|
|
+14.81% |
| 3 Months |
|
|
-18.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.190 |
| 1M High / 1M Low: |
0.360 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.257 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
