BVT Put 15.5 LDO 19.09.2024
/ DE000VD0W4Y0
BVT Put 15.5 LDO 19.09.2024/ DE000VD0W4Y0 /
| 2024-06-07 8:59:10 AM |
Chg.+0.008 |
Bid4:25:03 PM |
Ask4:25:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.104EUR |
+8.33% |
0.099
Bid Size: 17,000 |
0.112
Ask Size: 17,000 |
LEONARDO |
15.50 EUR |
2024-09-19 |
Put |
Master data
| WKN: |
VD0W4Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.50 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-204.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.27 |
| Parity: |
-8.24 |
| Time value: |
0.12 |
| Break-even: |
15.38 |
| Moneyness: |
0.65 |
| Premium: |
0.35 |
| Premium p.a.: |
1.88 |
| Spread abs.: |
0.01 |
| Spread %: |
11.54% |
| Delta: |
-0.04 |
| Theta: |
0.00 |
| Omega: |
-8.24 |
| Rho: |
0.00 |
Quote data
| Open: |
0.104 |
| High: |
0.104 |
| Low: |
0.104 |
| Previous Close: |
0.096 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.05% |
| 1 Month |
|
|
-44.39% |
| 3 Months |
|
|
-66.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.121 |
0.095 |
| 1M High / 1M Low: |
0.205 |
0.095 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
