BVT Put 43 PAH3 16.08.2024
/ DE000VD7WB17
BVT Put 43 PAH3 16.08.2024/ DE000VD7WB17 /
| 2024-08-01 8:43:40 AM |
Chg.+0.035 |
Bid3:36:40 PM |
Ask3:36:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.216EUR |
+19.34% |
0.240
Bid Size: 66,000 |
0.250
Ask Size: 66,000 |
PORSCHE AUTOM.HLDG V... |
43.00 - |
2024-08-16 |
Put |
Master data
| WKN: |
VD7WB1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
43.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-13 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
0.17 |
| Time value: |
0.07 |
| Break-even: |
40.68 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.03 |
| Spread %: |
16.58% |
| Delta: |
-0.67 |
| Theta: |
-0.04 |
| Omega: |
-11.85 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.216 |
| High: |
0.216 |
| Low: |
0.216 |
| Previous Close: |
0.181 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
+25.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.225 |
0.181 |
| 1M High / 1M Low: |
0.225 |
0.099 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.199 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
