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: |
|
- |
