BVT Put 7100 CAC 40 15.11.2024
/ DE000VC4Y715
BVT Put 7100 CAC 40 15.11.2024/ DE000VC4Y715 /
| 2024-11-04 10:53:02 AM |
Chg.-0.170 |
Bid8:32:47 PM |
Ask8:32:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-32.08% |
0.410
Bid Size: 13,000 |
0.490
Ask Size: 13,000 |
- |
7,100.00 EUR |
2024-11-15 |
Put |
Master data
| WKN: |
VC4Y71 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,100.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-02 |
| Last trading day: |
2024-11-15 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-148.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.12 |
| Parity: |
-3.09 |
| Time value: |
0.50 |
| Break-even: |
7,050.00 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
3.81 |
| Spread abs.: |
0.08 |
| Spread %: |
19.05% |
| Delta: |
-0.21 |
| Theta: |
-5.25 |
| Omega: |
-30.95 |
| Rho: |
-0.48 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.360 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.205 |
| 1M High / 1M Low: |
0.900 |
0.205 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.353 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.468 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
