BVT Put 5500 S&P 500 Index 20.09.2024
/ DE000VD13EF9
BVT Put 5500 S&P 500 Index 20.09..../ DE000VD13EF9 /
09/09/2024 20:06:35 |
Chg.-0.170 |
Bid21:59:49 |
Ask21:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-22.37% |
- Bid Size: - |
- Ask Size: - |
- |
5,500.00 - |
20/09/2024 |
Put |
Master data
WKN: |
VD13EF |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5,500.00 - |
Maturity: |
20/09/2024 |
Issue date: |
14/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-70.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
0.92 |
Implied volatility: |
- |
Historic volatility: |
0.12 |
Parity: |
0.92 |
Time value: |
-0.15 |
Break-even: |
5,423.00 |
Moneyness: |
1.02 |
Premium: |
0.00 |
Premium p.a.: |
-0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.32% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.590 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+55.26% |
1 Month |
|
|
-31.40% |
3 Months |
|
|
-21.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.380 |
1M High / 1M Low: |
0.870 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.522 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.404 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
643.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |