BVT Put 5750 S&P 500 Index 16.08.2024
/ DE000VD8DES0
BVT Put 5750 S&P 500 Index 16.08..../ DE000VD8DES0 /
| 02/08/2024 09:47:58 |
Chg.+1.41 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
+77.05% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,750.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
VD8DES |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,750.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
20/06/2024 |
| Last trading day: |
16/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-13.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
3.70 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.11 |
| Parity: |
3.70 |
| Time value: |
-0.05 |
| Break-even: |
4,904.91 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
-0.97 |
| Theta: |
0.04 |
| Omega: |
-13.04 |
| Rho: |
-1.82 |
Quote data
| Open: |
3.24 |
| High: |
3.24 |
| Low: |
3.24 |
| Previous Close: |
1.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.96% |
| 1 Month |
|
|
+62.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.24 |
1.83 |
| 1M High / 1M Low: |
3.24 |
1.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
86.96 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
385.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
