BVT Put 53 PAH3 19.07.2024
/ DE000VD58KY2
BVT Put 53 PAH3 19.07.2024/ DE000VD58KY2 /
| 2024-07-09 7:51:04 PM |
Chg.+0.060 |
Bid9:32:20 PM |
Ask9:32:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+5.94% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AUTOM.HLDG V... |
53.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
VD58KY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
53.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.21 |
| Parity: |
1.02 |
| Time value: |
0.04 |
| Break-even: |
42.40 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.05 |
| Spread %: |
4.95% |
| Delta: |
-0.87 |
| Theta: |
-0.08 |
| Omega: |
-3.50 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.040 |
| High: |
1.070 |
| Low: |
1.040 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+91.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
1.000 |
| 1M High / 1M Low: |
1.110 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.971 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
