BVT Put 96 SE 15.11.2024/ DE000VC4TZ76 /
| 2024-11-07 8:01:50 PM | Chg.-0.100 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.580EUR | -14.71% | - Bid Size: - |
- Ask Size: - |
Sea Limited | 96.00 USD | 2024-11-15 | Put |
Master data
| WKN: | VC4TZ7 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Sea Limited |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 96.00 USD |
| Maturity: | 2024-11-15 |
| Issue date: | 2024-09-30 |
| Last trading day: | 2024-11-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -13.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.25 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 1.17 |
| Historic volatility: | 0.42 |
| Parity: | 0.06 |
| Time value: | 0.58 |
| Break-even: | 83.05 |
| Moneyness: | 1.01 |
| Premium: | 0.07 |
| Premium p.a.: | 17.01 |
| Spread abs.: | 0.01 |
| Spread %: | 1.59% |
| Delta: | -0.48 |
| Theta: | -0.38 |
| Omega: | -6.65 |
| Rho: | -0.01 |
Quote data
| Open: | 0.570 |
|---|---|
| High: | 0.590 |
| Low: | 0.560 |
| Previous Close: | 0.680 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -24.68% | ||
|---|---|---|---|
| 1 Month | -15.94% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.770 | 0.660 |
|---|---|---|
| 1M High / 1M Low: | 0.770 | 0.440 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.692 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.584 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 177.74% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
