BVT Put 9.5 AOMD 20.09.2024
/ DE000VM3TXP2
BVT Put 9.5 AOMD 20.09.2024/ DE000VM3TXP2 /
2024-05-24 8:01:57 PM |
Chg.-0.003 |
Bid10:06:37 AM |
Ask9:26:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.006EUR |
-33.33% |
- Bid Size: - |
- Ask Size: - |
ALSTOM S.A. INH. ... |
9.50 - |
2024-09-20 |
Put |
Master data
WKN: |
VM3TXP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ALSTOM S.A. INH. EO 7 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
9.50 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-11 |
Last trading day: |
2024-05-27 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-89.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.85 |
Historic volatility: |
0.55 |
Parity: |
-0.85 |
Time value: |
0.02 |
Break-even: |
9.30 |
Moneyness: |
0.53 |
Premium: |
0.48 |
Premium p.a.: |
2.93 |
Spread abs.: |
0.02 |
Spread %: |
300.00% |
Delta: |
-0.05 |
Theta: |
0.00 |
Omega: |
-4.40 |
Rho: |
0.00 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.006 |
Previous Close: |
0.009 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-75.00% |
3 Months |
|
|
-91.04% |
YTD |
|
|
-94.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.024 |
0.006 |
6M High / 6M Low: |
0.127 |
0.006 |
High (YTD): |
2024-01-19 |
0.127 |
Low (YTD): |
2024-05-24 |
0.006 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.013 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.069 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
665.42% |
Volatility 6M: |
|
299.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |