BVT Put 12 FTE 20.12.2024
/ DE000VM2RBV2
BVT Put 12 FTE 20.12.2024/ DE000VM2RBV2 /
| 2024-05-17 7:51:48 PM |
Chg.0.000 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
12.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VM2RBV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.13 |
| Parity: |
1.19 |
| Time value: |
0.51 |
| Break-even: |
10.30 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
4.94% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-3.63 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.650 |
| High: |
1.670 |
| Low: |
1.630 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.83% |
| 1 Month |
|
|
+0.62% |
| 3 Months |
|
|
+1.24% |
| YTD |
|
|
-23.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.630 |
| 1M High / 1M Low: |
1.980 |
1.420 |
| 6M High / 6M Low: |
2.120 |
1.290 |
| High (YTD): |
2024-04-15 |
2.060 |
| Low (YTD): |
2024-01-23 |
1.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.726 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.89% |
| Volatility 6M: |
|
78.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
