BVT Put 560 3HM 20.12.2024
/ DE000VD3SER1
BVT Put 560 3HM 20.12.2024/ DE000VD3SER1 /
| 15/10/2024 08:44:00 |
Chg.-0.014 |
Bid21:10:02 |
Ask21:10:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.164EUR |
-7.87% |
0.145
Bid Size: 114,000 |
0.155
Ask Size: 114,000 |
MSCI INC. A D... |
560.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3SER |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI INC. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.25 |
| Parity: |
0.03 |
| Time value: |
0.14 |
| Break-even: |
542.60 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
6.10% |
| Delta: |
-0.48 |
| Theta: |
-0.11 |
| Omega: |
-15.49 |
| Rho: |
-0.52 |
Quote data
| Open: |
0.164 |
| High: |
0.164 |
| Low: |
0.164 |
| Previous Close: |
0.178 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.43% |
| 1 Month |
|
|
-45.33% |
| 3 Months |
|
|
-74.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.226 |
0.178 |
| 1M High / 1M Low: |
0.320 |
0.178 |
| 6M High / 6M Low: |
1.040 |
0.178 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.61% |
| Volatility 6M: |
|
159.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
