BVT Put 42 NCB 20.09.2024
/ DE000VD9RTF3
BVT Put 42 NCB 20.09.2024/ DE000VD9RTF3 /
| 13/09/2024 08:55:33 |
Chg.+0.020 |
Bid12:35:21 |
Ask12:35:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+7.41% |
0.280
Bid Size: 23,000 |
0.300
Ask Size: 23,000 |
BANK AMERICA DL... |
42.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VD9RTF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BANK AMERICA DL 0,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
11/07/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
0.70 |
| Time value: |
-0.40 |
| Break-even: |
39.00 |
| Moneyness: |
1.20 |
| Premium: |
-0.11 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.10% |
| 1 Month |
|
|
-21.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.177 |
| 1M High / 1M Low: |
0.370 |
0.126 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.241 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
348.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
