BVT Put 7500 CAC 40 15.11.2024
/ DE000VC4Y7S1
BVT Put 7500 CAC 40 15.11.2024/ DE000VC4Y7S1 /
| 2024-11-04 7:53:13 PM |
Chg.+0.070 |
Bid8:51:07 PM |
Ask8:51:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
+4.19% |
1.790
Bid Size: 10,000 |
1.870
Ask Size: 10,000 |
- |
7,500.00 EUR |
2024-11-15 |
Put |
Master data
| WKN: |
VC4Y7S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,500.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-02 |
| Last trading day: |
2024-11-15 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-41.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.12 |
| Parity: |
0.91 |
| Time value: |
0.86 |
| Break-even: |
7,323.00 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.08 |
| Spread %: |
4.73% |
| Delta: |
-0.59 |
| Theta: |
-5.36 |
| Omega: |
-24.79 |
| Rho: |
-1.38 |
Quote data
| Open: |
1.570 |
| High: |
1.740 |
| Low: |
1.540 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+12.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
0.870 |
| 1M High / 1M Low: |
2.020 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
