BVT Put 92 5UR 20.12.2024
/ DE000VD3SAG2
BVT Put 92 5UR 20.12.2024/ DE000VD3SAG2 /
| 2024-07-10 7:53:46 PM |
Chg.+0.032 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+14.68% |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
92.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SAG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.20 |
| Parity: |
-0.15 |
| Time value: |
0.24 |
| Break-even: |
89.65 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
4.44% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-14.08 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.222 |
| High: |
0.250 |
| Low: |
0.221 |
| Previous Close: |
0.218 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.17% |
| 1 Month |
|
|
+72.41% |
| 3 Months |
|
|
-37.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.232 |
0.218 |
| 1M High / 1M Low: |
0.240 |
0.143 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
