BVT Put 14 AOMD 20.09.2024
/ DE000VD2D704
BVT Put 14 AOMD 20.09.2024/ DE000VD2D704 /
| 2024-04-29 8:25:36 AM |
Chg.-0.08 |
Bid9:05:04 AM |
Ask9:05:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-5.30% |
1.43
Bid Size: 26,000 |
1.46
Ask Size: 26,000 |
ALSTOM S.A. INH. ... |
14.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD2D70 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.53 |
| Parity: |
-1.05 |
| Time value: |
1.54 |
| Break-even: |
12.46 |
| Moneyness: |
0.93 |
| Premium: |
0.17 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.06 |
| Spread %: |
4.05% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-3.29 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-27.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.44 |
| 1M High / 1M Low: |
2.06 |
1.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
