BVT Put 15.5 LDO 19.09.2024
/ DE000VD0W4Y0
BVT Put 15.5 LDO 19.09.2024/ DE000VD0W4Y0 /
2024-05-31 8:03:15 PM |
Chg.-0.011 |
Bid9:58:12 PM |
Ask9:58:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-9.09% |
- Bid Size: - |
- Ask Size: - |
LEONARDO |
15.50 EUR |
2024-09-19 |
Put |
Master data
WKN: |
VD0W4Y |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
LEONARDO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.50 EUR |
Maturity: |
2024-09-19 |
Issue date: |
2024-02-26 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-194.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.27 |
Parity: |
-8.07 |
Time value: |
0.12 |
Break-even: |
15.38 |
Moneyness: |
0.66 |
Premium: |
0.35 |
Premium p.a.: |
1.69 |
Spread abs.: |
0.01 |
Spread %: |
11.01% |
Delta: |
-0.04 |
Theta: |
0.00 |
Omega: |
-8.20 |
Rho: |
0.00 |
Quote data
Open: |
0.115 |
High: |
0.115 |
Low: |
0.110 |
Previous Close: |
0.121 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.73% |
1 Month |
|
|
-59.26% |
3 Months |
|
|
-69.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.129 |
0.110 |
1M High / 1M Low: |
0.270 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.168 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |