BVT Put 95 VANGUARD REAL ESTATE ETF 20.09.2024
/ DE000VD4UAM4
BVT Put 95 VANGUARD REAL ESTATE E.../ DE000VD4UAM4 /
| 7/10/2024 8:41:13 AM |
Chg.0.000 |
Bid4:21:25 PM |
Ask4:21:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
0.00% |
0.730
Bid Size: 80,000 |
0.740
Ask Size: 80,000 |
- |
95.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VD4UAM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
1.76 |
| Time value: |
-1.03 |
| Break-even: |
87.70 |
| Moneyness: |
1.23 |
| Premium: |
-0.13 |
| Premium p.a.: |
-0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.37% |
| 1 Month |
|
|
-2.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.720 |
| 1M High / 1M Low: |
0.770 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.729 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
