BVT Put 42 CIS 20.12.2024
/ DE000VD3LNW7
BVT Put 42 CIS 20.12.2024/ DE000VD3LNW7 /
| 17/09/2024 10:11:05 |
Chg.-0.001 |
Bid10:11:05 |
Ask10:11:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-4.00% |
0.024
Bid Size: 115,000 |
0.034
Ask Size: 115,000 |
CISCO SYSTEMS DL-... |
42.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3LNW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-131.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.39 |
| Time value: |
0.04 |
| Break-even: |
41.65 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
40.00% |
| Delta: |
-0.15 |
| Theta: |
0.00 |
| Omega: |
-19.27 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.46% |
| 1 Month |
|
|
-35.14% |
| 3 Months |
|
|
-80.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.025 |
| 1M High / 1M Low: |
0.052 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
