BVT Put 96 NEM 20.09.2024
/ DE000VD7QTR4
BVT Put 96 NEM 20.09.2024/ DE000VD7QTR4 /
| 9/12/2024 7:53:58 PM |
Chg.+0.020 |
Bid9:22:51 AM |
Ask9:22:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+3.13% |
0.680
Bid Size: 18,000 |
0.690
Ask Size: 18,000 |
NEMETSCHEK SE O.N. |
96.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/11/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.30 |
| Parity: |
0.68 |
| Time value: |
0.09 |
| Break-even: |
88.40 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.09 |
| Spread %: |
13.43% |
| Delta: |
-0.78 |
| Theta: |
-0.15 |
| Omega: |
-9.21 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.600 |
| High: |
0.660 |
| Low: |
0.600 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
-29.79% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.640 |
| 1M High / 1M Low: |
0.960 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
355.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
