BVT Put 280 ALV 20.09.2024
/ DE000VM6PCS1
BVT Put 280 ALV 20.09.2024/ DE000VM6PCS1 /
| 2024-05-31 8:49:22 AM |
Chg.-0.07 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-6.48% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
280.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM6PCS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-28.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.15 |
| Parity: |
1.17 |
| Time value: |
-0.24 |
| Break-even: |
270.70 |
| Moneyness: |
1.04 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
4.49% |
| Delta: |
-0.83 |
| Theta: |
0.01 |
| Omega: |
-23.93 |
| Rho: |
-0.71 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.01% |
| 1 Month |
|
|
-17.89% |
| 3 Months |
|
|
-33.99% |
| YTD |
|
|
-36.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.99 |
| 1M High / 1M Low: |
1.32 |
0.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-27 |
1.70 |
| Low (YTD): |
2024-05-21 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
