BVT Put 60 TOTB 20.12.2024
/ DE000VU9D484
BVT Put 60 TOTB 20.12.2024/ DE000VU9D484 /
09/07/2024 08:41:30 |
Chg.+0.04 |
Bid16:46:00 |
Ask16:46:00 |
Underlying |
Strike price |
Expiration date |
Option type |
1.26EUR |
+3.28% |
1.53 Bid Size: 13,000 |
1.54 Ask Size: 13,000 |
TOTALENERGIES SE EO... |
60.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
VU9D48 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
TOTALENERGIES SE EO 2,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
05/07/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-49.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-4.68 |
Time value: |
1.32 |
Break-even: |
58.68 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.13 |
Spread %: |
10.92% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-11.46 |
Rho: |
-0.07 |
Quote data
Open: |
1.26 |
High: |
1.26 |
Low: |
1.26 |
Previous Close: |
1.22 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.18% |
1 Month |
|
|
-16.00% |
3 Months |
|
|
-11.89% |
YTD |
|
|
-61.35% |
1 Year |
|
|
-79.34% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.54 |
1.07 |
1M High / 1M Low: |
2.67 |
1.07 |
6M High / 6M Low: |
4.15 |
1.07 |
High (YTD): |
08/02/2024 |
4.15 |
Low (YTD): |
05/07/2024 |
1.07 |
52W High: |
17/07/2023 |
6.25 |
52W Low: |
05/07/2024 |
1.07 |
Avg. price 1W: |
|
1.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.08 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
240.11% |
Volatility 6M: |
|
144.65% |
Volatility 1Y: |
|
115.81% |
Volatility 3Y: |
|
- |