BVT Put 9.5 FTE 20.09.2024
/ DE000VM3AH04
BVT Put 9.5 FTE 20.09.2024/ DE000VM3AH04 /
| 26/07/2024 10:21:03 |
Chg.+0.008 |
Bid13:32:38 |
Ask13:32:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
+11.59% |
0.075
Bid Size: 40,000 |
0.085
Ask Size: 40,000 |
ORANGE INH. ... |
9.50 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
VM3AH0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
9.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
04/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-131.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
-0.77 |
| Time value: |
0.08 |
| Break-even: |
9.42 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
14.71% |
| Delta: |
-0.16 |
| Theta: |
0.00 |
| Omega: |
-20.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.077 |
| Previous Close: |
0.069 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.44% |
| 1 Month |
|
|
-77.35% |
| 3 Months |
|
|
-60.51% |
| YTD |
|
|
-81.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.128 |
0.069 |
| 1M High / 1M Low: |
0.420 |
0.069 |
| 6M High / 6M Low: |
0.440 |
0.069 |
| High (YTD): |
14/06/2024 |
0.440 |
| Low (YTD): |
25/07/2024 |
0.069 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.208 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.29% |
| Volatility 6M: |
|
191.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
