BVT Put 20 LDO 18.07.2024
/ DE000VD58HP6
BVT Put 20 LDO 18.07.2024/ DE000VD58HP6 /
| 2024-05-31 7:40:13 PM |
Chg.-0.050 |
Bid8:08:31 PM |
Ask8:55:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-16.13% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
20.00 EUR |
2024-07-18 |
Put |
Master data
| WKN: |
VD58HP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-07-18 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-90.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
-3.57 |
| Time value: |
0.26 |
| Break-even: |
19.74 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
2.22 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-11.63 |
| Rho: |
0.00 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.250 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.260 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
