BVT Put 46 CIS 20.12.2024
/ DE000VD3LNV9
BVT Put 46 CIS 20.12.2024/ DE000VD3LNV9 /
| 2024-07-30 10:24:04 AM |
Chg.+0.003 |
Bid12:11:11 PM |
Ask12:11:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.164EUR |
+1.86% |
0.163
Bid Size: 120,000 |
0.173
Ask Size: 120,000 |
CISCO SYSTEMS DL-... |
46.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3LNV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.17 |
| Parity: |
0.16 |
| Time value: |
0.01 |
| Break-even: |
44.28 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
6.17% |
| Delta: |
-0.62 |
| Theta: |
0.00 |
| Omega: |
-16.05 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.164 |
| High: |
0.164 |
| Low: |
0.164 |
| Previous Close: |
0.161 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.61% |
| 1 Month |
|
|
-6.29% |
| 3 Months |
|
|
-34.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.204 |
0.161 |
| 1M High / 1M Low: |
0.225 |
0.146 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
