BVT Put 11 AOMD 20.09.2024
/ DE000VM3TXJ5
BVT Put 11 AOMD 20.09.2024/ DE000VM3TXJ5 /
| 2024-04-26 7:42:30 PM |
Chg.-0.008 |
Bid8:00:13 PM |
Ask8:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
-12.31% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
11.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM3TXJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.53 |
| Parity: |
-0.40 |
| Time value: |
0.07 |
| Break-even: |
10.32 |
| Moneyness: |
0.73 |
| Premium: |
0.31 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
17.24% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-3.60 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.057 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.92% |
| 1 Month |
|
|
-21.92% |
| 3 Months |
|
|
-56.15% |
| YTD |
|
|
-63.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.057 |
| 1M High / 1M Low: |
0.095 |
0.057 |
| 6M High / 6M Low: |
0.190 |
0.057 |
| High (YTD): |
2024-01-19 |
0.183 |
| Low (YTD): |
2024-04-26 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.130 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.73% |
| Volatility 6M: |
|
157.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
