BVT Put 12 AOMD 20.09.2024
/ DE000VM52WP9
BVT Put 12 AOMD 20.09.2024/ DE000VM52WP9 /
| 2024-05-16 8:24:45 AM |
Chg.+0.030 |
Bid12:32:08 PM |
Ask12:32:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+7.32% |
0.410
Bid Size: 22,000 |
0.440
Ask Size: 22,000 |
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: |
-36.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.54 |
| Parity: |
-5.99 |
| Time value: |
0.49 |
| Break-even: |
11.51 |
| Moneyness: |
0.67 |
| Premium: |
0.36 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.03 |
| Spread %: |
6.52% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-4.11 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-63.03% |
| 3 Months |
|
|
-75.69% |
| YTD |
|
|
-77.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.410 |
| 1M High / 1M Low: |
1.260 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-19 |
2.390 |
| Low (YTD): |
2024-05-15 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
