BVT Put 44 CIS 20.12.2024
/ DE000VD3LNR7
BVT Put 44 CIS 20.12.2024/ DE000VD3LNR7 /
09/10/2024 08:49:58 |
Chg.-0.003 |
Bid17:58:34 |
Ask17:58:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
-14.29% |
0.016 Bid Size: 250,000 |
0.026 Ask Size: 250,000 |
CISCO SYSTEMS DL-... |
44.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD3LNR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
44.00 - |
Maturity: |
20/12/2024 |
Issue date: |
08/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-171.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-0.40 |
Time value: |
0.03 |
Break-even: |
43.72 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.01 |
Spread %: |
55.56% |
Delta: |
-0.13 |
Theta: |
-0.01 |
Omega: |
-22.16 |
Rho: |
-0.01 |
Quote data
Open: |
0.018 |
High: |
0.018 |
Low: |
0.018 |
Previous Close: |
0.021 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.18% |
1 Month |
|
|
-75.34% |
3 Months |
|
|
-87.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.022 |
0.021 |
1M High / 1M Low: |
0.073 |
0.019 |
6M High / 6M Low: |
0.228 |
0.019 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.119 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.66% |
Volatility 6M: |
|
224.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |