BVT Put 520 3HM 20.12.2024
/ DE000VD3SEZ4
BVT Put 520 3HM 20.12.2024/ DE000VD3SEZ4 /
10/15/2024 8:01:47 PM |
Chg.-0.022 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.088EUR |
-20.00% |
- Bid Size: - |
- Ask Size: - |
MSCI INC. A D... |
520.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-46.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
-0.37 |
Time value: |
0.12 |
Break-even: |
507.90 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.01 |
Spread %: |
9.01% |
Delta: |
-0.26 |
Theta: |
-0.16 |
Omega: |
-12.01 |
Rho: |
-0.28 |
Quote data
Open: |
0.110 |
High: |
0.111 |
Low: |
0.088 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
-47.62% |
3 Months |
|
|
-77.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.112 |
0.088 |
1M High / 1M Low: |
0.194 |
0.088 |
6M High / 6M Low: |
0.850 |
0.088 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.369 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.18% |
Volatility 6M: |
|
175.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |