BVT Put 60 TOTB 20.12.2024
/ DE000VU9D484
BVT Put 60 TOTB 20.12.2024/ DE000VU9D484 /
| 7/9/2024 8:41:30 AM |
Chg.+0.04 |
Bid5:31:02 PM |
Ask5:31:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+3.28% |
1.57
Bid Size: 95 |
1.71
Ask Size: 95 |
TOTALENERGIES SE EO... |
60.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
12/20/2024 |
| 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): |
2/8/2024 |
4.15 |
| Low (YTD): |
7/5/2024 |
1.07 |
| 52W High: |
7/17/2023 |
6.25 |
| 52W Low: |
7/5/2024 |
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: |
|
- |
