BVT Put 46 PAH3 16.08.2024
/ DE000VD7E3W1
BVT Put 46 PAH3 16.08.2024/ DE000VD7E3W1 /
| 2024-08-01 10:20:47 AM |
Chg.+0.050 |
Bid1:47:19 PM |
Ask1:47:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+10.64% |
0.520
Bid Size: 54,000 |
0.530
Ask Size: 54,000 |
PORSCHE AUTOM.HLDG V... |
46.00 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
VD7E3W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.22 |
| Parity: |
0.47 |
| Time value: |
0.05 |
| Break-even: |
40.80 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.05 |
| Spread %: |
10.64% |
| Delta: |
-0.78 |
| Theta: |
-0.05 |
| Omega: |
-6.23 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
+36.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.440 |
| 1M High / 1M Low: |
0.480 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
