BVT Put 18.5 AOMD 20.09.2024
/ DE000VD54MK6
BVT Put 18.5 AOMD 20.09.2024/ DE000VD54MK6 /
| 2024-05-24 8:02:42 PM |
Chg.-0.260 |
Bid10:23:13 AM |
Ask10:23:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
-13.07% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
18.50 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD54MK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.55 |
| Parity: |
0.52 |
| Time value: |
1.25 |
| Break-even: |
16.73 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.09 |
| Spread %: |
5.36% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-4.96 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.870 |
| High: |
1.870 |
| Low: |
1.730 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
