BVT Put 50 PAH3 16.08.2024
/ DE000VD7E4F4
BVT Put 50 PAH3 16.08.2024/ DE000VD7E4F4 /
| 16/08/2024 08:49:45 |
Chg.-0.08 |
Bid09:06:22 |
Ask09:06:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-7.48% |
1.00
Bid Size: 53,000 |
1.01
Ask Size: 53,000 |
PORSCHE AUTOM.HLDG V... |
50.00 EUR |
16/08/2024 |
Put |
Master data
| WKN: |
VD7E4F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
06/06/2024 |
| Last trading day: |
16/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
3.59 |
| Historic volatility: |
0.22 |
| Parity: |
1.09 |
| Time value: |
0.04 |
| Break-even: |
38.70 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
27.46 |
| Spread abs.: |
0.04 |
| Spread %: |
3.67% |
| Delta: |
-0.89 |
| Theta: |
-0.69 |
| Omega: |
-3.07 |
| Rho: |
0.00 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.61% |
| 1 Month |
|
|
+45.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.07 |
| 1M High / 1M Low: |
1.13 |
0.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
