BVT Put 80 WCH 20.09.2024
/ DE000VM8JCJ9
BVT Put 80 WCH 20.09.2024/ DE000VM8JCJ9 /
| 9/6/2024 6:09:10 PM |
Chg.- |
Bid8:00:02 AM |
Ask8:00:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
- |
0.211
Bid Size: 10,000 |
0.223
Ask Size: 10,000 |
WACKER CHEMIE ... |
80.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VM8JCJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WACKER CHEMIE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
1/16/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-30.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
-0.01 |
| Time value: |
0.26 |
| Break-even: |
77.40 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.03 |
| Spread %: |
14.04% |
| Delta: |
-0.47 |
| Theta: |
-0.10 |
| Omega: |
-14.45 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.151 |
| High: |
0.240 |
| Low: |
0.151 |
| Previous Close: |
0.158 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+152.63% |
| 1 Month |
|
|
-22.58% |
| 3 Months |
|
|
+34.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.095 |
| 1M High / 1M Low: |
0.310 |
0.094 |
| 6M High / 6M Low: |
0.440 |
0.058 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.209 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.22% |
| Volatility 6M: |
|
279.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
