BVT Put 46 EBA 20.12.2024
/ DE000VD3SRA9
BVT Put 46 EBA 20.12.2024/ DE000VD3SRA9 /
12/07/2024 19:43:39 |
Chg.-0.005 |
Bid21:55:54 |
Ask21:55:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.105EUR |
-4.55% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
46.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD3SRA |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
46.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-43.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.24 |
Parity: |
-0.37 |
Time value: |
0.11 |
Break-even: |
44.86 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
9.62% |
Delta: |
-0.24 |
Theta: |
-0.01 |
Omega: |
-10.55 |
Rho: |
-0.06 |
Quote data
Open: |
0.104 |
High: |
0.106 |
Low: |
0.103 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.97% |
1 Month |
|
|
-11.76% |
3 Months |
|
|
-58.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.126 |
0.105 |
1M High / 1M Low: |
0.144 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.117 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.121 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |