BVT Put 12 AOMD 20.09.2024
/ DE000VM52WP9
BVT Put 12 AOMD 20.09.2024/ DE000VM52WP9 /
2024-04-26 7:42:46 PM |
Chg.-0.080 |
Bid8:00:13 PM |
Ask8:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
-8.42% |
- Bid Size: - |
- Ask Size: - |
ALSTOM S.A. INH. ... |
12.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
VM52WP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ALSTOM S.A. INH. EO 7 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-29 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-16.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.53 |
Parity: |
-3.05 |
Time value: |
0.91 |
Break-even: |
11.09 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
0.79 |
Spread abs.: |
0.03 |
Spread %: |
3.41% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-3.51 |
Rho: |
-0.02 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.870 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.18% |
1 Month |
|
|
-18.69% |
3 Months |
|
|
-51.67% |
YTD |
|
|
-57.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.870 |
1M High / 1M Low: |
1.300 |
0.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-19 |
2.390 |
Low (YTD): |
2024-04-26 |
0.870 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.914 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |