BVT Put 96 NEM 20.09.2024
/ DE000VD7QTR4
BVT Put 96 NEM 20.09.2024/ DE000VD7QTR4 /
| 2024-07-11 7:50:56 PM |
Chg.-0.030 |
Bid9:48:12 PM |
Ask9:48:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
96.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD7QTR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
96.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
0.42 |
| Time value: |
0.38 |
| Break-even: |
88.10 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.06 |
| Spread %: |
8.22% |
| Delta: |
-0.56 |
| Theta: |
-0.04 |
| Omega: |
-6.51 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.680 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.99% |
| 1 Month |
|
|
-12.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.580 |
| 1M High / 1M Low: |
1.040 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
