BVT Put 11.5 XCA 21.06.2024
/ DE000VU2Q4U8
BVT Put 11.5 XCA 21.06.2024/ DE000VU2Q4U8 /
| 2024-05-02 8:47:43 AM |
Chg.-0.013 |
Bid9:00:09 AM |
Ask9:00:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
-14.29% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
11.50 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU2Q4U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-163.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.20 |
| Parity: |
-3.05 |
| Time value: |
0.09 |
| Break-even: |
11.41 |
| Moneyness: |
0.79 |
| Premium: |
0.22 |
| Premium p.a.: |
3.05 |
| Spread abs.: |
0.01 |
| Spread %: |
12.66% |
| Delta: |
-0.07 |
| Theta: |
0.00 |
| Omega: |
-11.88 |
| Rho: |
0.00 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.078 |
| Previous Close: |
0.091 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.27% |
| 1 Month |
|
|
-39.06% |
| 3 Months |
|
|
-80.98% |
| YTD |
|
|
-83.75% |
| 1 Year |
|
|
-96.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.106 |
0.091 |
| 1M High / 1M Low: |
0.178 |
0.091 |
| 6M High / 6M Low: |
1.070 |
0.091 |
| High (YTD): |
2024-02-08 |
0.650 |
| Low (YTD): |
2024-04-30 |
0.091 |
| 52W High: |
2023-05-04 |
2.300 |
| 52W Low: |
2024-04-30 |
0.091 |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.460 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.955 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
161.42% |
| Volatility 6M: |
|
152.32% |
| Volatility 1Y: |
|
123.91% |
| Volatility 3Y: |
|
- |
