BVT Put 92 E3X1 20.12.2024
/ DE000VD3SR35
BVT Put 92 E3X1 20.12.2024/ DE000VD3SR35 /
14/08/2024 08:46:04 |
Chg.-0.028 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.115EUR |
-19.58% |
- Bid Size: - |
- Ask Size: - |
EXPEDIA GRP INC. DL-... |
92.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD3SR3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
EXPEDIA GRP INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
92.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-92.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.38 |
Parity: |
-2.68 |
Time value: |
0.13 |
Break-even: |
90.72 |
Moneyness: |
0.77 |
Premium: |
0.24 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.01 |
Spread %: |
10.34% |
Delta: |
-0.09 |
Theta: |
-0.02 |
Omega: |
-8.74 |
Rho: |
-0.04 |
Quote data
Open: |
0.115 |
High: |
0.115 |
Low: |
0.115 |
Previous Close: |
0.143 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-68.06% |
1 Month |
|
|
-29.88% |
3 Months |
|
|
-68.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.142 |
1M High / 1M Low: |
0.460 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.249 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.207 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
449.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |