BVT Put 42 CIS 20.12.2024
/ DE000VD3LNW7
BVT Put 42 CIS 20.12.2024/ DE000VD3LNW7 /
| 9/6/2024 4:43:18 PM |
Chg.+0.006 |
Bid5:49:16 PM |
Ask5:49:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
+16.67% |
0.049
Bid Size: 250,000 |
0.059
Ask Size: 250,000 |
CISCO SYSTEMS DL-... |
42.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-96.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.18 |
| Parity: |
-0.22 |
| Time value: |
0.05 |
| Break-even: |
41.54 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
27.78% |
| Delta: |
-0.21 |
| Theta: |
0.00 |
| Omega: |
-20.57 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.037 |
| High: |
0.042 |
| Low: |
0.037 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-71.81% |
| 3 Months |
|
|
-61.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.026 |
| 1M High / 1M Low: |
0.149 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
