BVT Put 95 CPA 20.12.2024
/ DE000VD49GW3
BVT Put 95 CPA 20.12.2024/ DE000VD49GW3 /
2024-08-30 1:45:06 PM |
Chg.+0.002 |
Bid4:18:07 PM |
Ask4:18:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
+2.27% |
0.084 Bid Size: 66,000 |
0.094 Ask Size: 66,000 |
COLGATE-PALMOLIVE ... |
95.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD49GW |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
COLGATE-PALMOLIVE DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-30 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-95.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.08 |
Historic volatility: |
0.13 |
Parity: |
-0.05 |
Time value: |
0.10 |
Break-even: |
94.00 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
11.11% |
Delta: |
-0.35 |
Theta: |
0.00 |
Omega: |
-33.18 |
Rho: |
-0.10 |
Quote data
Open: |
0.088 |
High: |
0.090 |
Low: |
0.088 |
Previous Close: |
0.088 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.23% |
1 Month |
|
|
-47.98% |
3 Months |
|
|
-83.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.122 |
0.088 |
1M High / 1M Low: |
0.232 |
0.088 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.098 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |