BVT Put 60 TOTB 20.12.2024
/ DE000VU9D484
BVT Put 60 TOTB 20.12.2024/ DE000VU9D484 /
| 11/15/2024 8:42:10 AM |
Chg.-0.31 |
Bid3:07:13 PM |
Ask3:07:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.26EUR |
-8.68% |
2.83
Bid Size: 14,000 |
2.86
Ask Size: 14,000 |
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: |
-19.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.12 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
2.85 |
| Time value: |
0.11 |
| Break-even: |
57.04 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.41 |
| Spread %: |
16.08% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-15.68 |
| Rho: |
-0.05 |
Quote data
| Open: |
3.26 |
| High: |
3.26 |
| Low: |
3.26 |
| Previous Close: |
3.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.85% |
| 1 Month |
|
|
+136.23% |
| 3 Months |
|
|
+72.49% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
+5.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.89 |
2.53 |
| 1M High / 1M Low: |
3.89 |
1.38 |
| 6M High / 6M Low: |
3.89 |
1.07 |
| High (YTD): |
2/8/2024 |
4.15 |
| Low (YTD): |
7/5/2024 |
1.07 |
| 52W High: |
2/8/2024 |
4.15 |
| 52W Low: |
7/5/2024 |
1.07 |
| Avg. price 1W: |
|
3.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
212.79% |
| Volatility 6M: |
|
218.23% |
| Volatility 1Y: |
|
172.03% |
| Volatility 3Y: |
|
- |
