BVT Put 75 BIDU 16.08.2024
/ DE000VD8FL72
BVT Put 75 BIDU 16.08.2024/ DE000VD8FL72 /
2024-07-26 8:39:42 AM |
Chg.-0.006 |
Bid9:10:15 AM |
Ask9:10:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
-37.50% |
0.009 Bid Size: 20,000 |
0.020 Ask Size: 20,000 |
Baidu Inc |
75.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
VD8FL7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Baidu Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-06-21 |
Last trading day: |
2024-08-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-404.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.33 |
Parity: |
-1.18 |
Time value: |
0.02 |
Break-even: |
68.92 |
Moneyness: |
0.85 |
Premium: |
0.15 |
Premium p.a.: |
10.04 |
Spread abs.: |
0.01 |
Spread %: |
100.00% |
Delta: |
-0.05 |
Theta: |
-0.02 |
Omega: |
-22.05 |
Rho: |
0.00 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.016 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.00% |
1 Month |
|
|
-85.07% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.025 |
0.012 |
1M High / 1M Low: |
0.087 |
0.006 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.017 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
570.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |