BVT Put 47 ABBN 20.12.2024
/ DE000VC323Y8
BVT Put 47 ABBN 20.12.2024/ DE000VC323Y8 /
| 11/12/2024 8:55:20 AM |
Chg.-0.030 |
Bid9:48:30 PM |
Ask9:48:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-5.88% |
0.630
Bid Size: 4,800 |
0.680
Ask Size: 4,800 |
ABB LTD N |
47.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
VC323Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
47.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
9/17/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-114.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-3.94 |
| Time value: |
0.47 |
| Break-even: |
49.61 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
-0.17 |
| Theta: |
-0.02 |
| Omega: |
-20.10 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.62% |
| 1 Month |
|
|
-62.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.510 |
| 1M High / 1M Low: |
1.480 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.996 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
