BVT Put 84 NEM 20.12.2024
/ DE000VM8XCN2
BVT Put 84 NEM 20.12.2024/ DE000VM8XCN2 /
| 2024-11-08 6:11:36 PM |
Chg.-0.008 |
Bid2024-11-08 |
Ask2024-11-08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-9.52% |
0.076
Bid Size: 10,000 |
0.087
Ask Size: 10,000 |
NEMETSCHEK SE O.N. |
84.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VM8XCN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
84.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-112.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.29 |
| Parity: |
-2.08 |
| Time value: |
0.09 |
| Break-even: |
83.07 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
4.14 |
| Spread abs.: |
0.01 |
| Spread %: |
13.41% |
| Delta: |
-0.09 |
| Theta: |
-0.04 |
| Omega: |
-10.70 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.075 |
| Previous Close: |
0.084 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.99% |
| 1 Month |
|
|
-68.33% |
| 3 Months |
|
|
-88.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.166 |
0.084 |
| 1M High / 1M Low: |
0.240 |
0.084 |
| 6M High / 6M Low: |
0.820 |
0.084 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.19% |
| Volatility 6M: |
|
149.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
