BVT Put 88 CPA 20.12.2024
/ DE000VD3SW53
BVT Put 88 CPA 20.12.2024/ DE000VD3SW53 /
| 30/08/2024 13:53:57 |
Chg.+0.001 |
Bid16:06:30 |
Ask16:06:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
+2.22% |
0.043
Bid Size: 66,000 |
0.053
Ask Size: 66,000 |
COLGATE-PALMOLIVE ... |
88.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3SW5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COLGATE-PALMOLIVE DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
88.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-170.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
-0.75 |
| Time value: |
0.06 |
| Break-even: |
87.44 |
| Moneyness: |
0.92 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
21.74% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-22.32 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.045 |
| High: |
0.046 |
| Low: |
0.045 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.03% |
| 1 Month |
|
|
-39.47% |
| 3 Months |
|
|
-80.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.043 |
| 1M High / 1M Low: |
0.131 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
