BVT Put 55 BMW 20.12.2024
/ DE000VC3UA65
BVT Put 55 BMW 20.12.2024/ DE000VC3UA65 /
| 03/10/2024 08:45:53 |
Chg.-0.030 |
Bid10:14:42 |
Ask10:14:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-11.11% |
0.270
Bid Size: 11,000 |
0.280
Ask Size: 11,000 |
BAY.MOTOREN WERKE AG... |
55.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
VC3UA6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
12/09/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-310.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
-22.62 |
| Time value: |
0.25 |
| Break-even: |
54.75 |
| Moneyness: |
0.71 |
| Premium: |
0.29 |
| Premium p.a.: |
2.35 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-11.22 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.230 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
