BVT Put 520 3HM 20.12.2024
/ DE000VD3SEZ4
BVT Put 520 3HM 20.12.2024/ DE000VD3SEZ4 /
| 09/08/2024 17:03:16 |
Chg.-0.010 |
Bid18:58:22 |
Ask18:58:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-3.03% |
0.310
Bid Size: 130,000 |
0.320
Ask Size: 130,000 |
MSCI INC. A D... |
520.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3SEZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI INC. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.25 |
| Parity: |
0.34 |
| Time value: |
0.00 |
| Break-even: |
486.00 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-10.29 |
| Rho: |
-1.40 |
Quote data
| Open: |
0.330 |
| High: |
0.340 |
| Low: |
0.320 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
-34.69% |
| 3 Months |
|
|
-44.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.290 |
| 1M High / 1M Low: |
0.490 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
