BVT Put 45 PAH3 16.08.2024
/ DE000VD7E354
BVT Put 45 PAH3 16.08.2024/ DE000VD7E354 /
14/08/2024 19:41:33 |
Chg.-0.020 |
Bid08:13:20 |
Ask08:13:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-3.28% |
0.570 Bid Size: 8,000 |
0.590 Ask Size: 8,000 |
PORSCHE AUTOM.HLDG V... |
45.00 EUR |
16/08/2024 |
Put |
Master data
WKN: |
VD7E35 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 EUR |
Maturity: |
16/08/2024 |
Issue date: |
06/06/2024 |
Last trading day: |
16/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.59 |
Implied volatility: |
2.45 |
Historic volatility: |
0.22 |
Parity: |
0.59 |
Time value: |
0.04 |
Break-even: |
38.70 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
27.46 |
Spread abs.: |
0.04 |
Spread %: |
6.78% |
Delta: |
-0.85 |
Theta: |
-0.58 |
Omega: |
-5.28 |
Rho: |
0.00 |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.560 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.84% |
1 Month |
|
|
+157.64% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.590 |
1M High / 1M Low: |
0.650 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.614 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.433 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
227.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |