BVT Put 15 CAR 21.06.2024
/ DE000VM36WJ5
BVT Put 15 CAR 21.06.2024/ DE000VM36WJ5 /
2024-05-28 8:42:59 AM |
Chg.-0.042 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.149EUR |
-21.99% |
- Bid Size: - |
- Ask Size: - |
CARREFOUR S.A. INH.E... |
15.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
VM36WJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-19 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-85.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.20 |
Parity: |
-1.33 |
Time value: |
0.19 |
Break-even: |
14.81 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
2.86 |
Spread abs.: |
0.04 |
Spread %: |
23.23% |
Delta: |
-0.19 |
Theta: |
-0.01 |
Omega: |
-16.29 |
Rho: |
0.00 |
Quote data
Open: |
0.149 |
High: |
0.149 |
Low: |
0.149 |
Previous Close: |
0.191 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.24% |
1 Month |
|
|
-68.30% |
3 Months |
|
|
-77.42% |
YTD |
|
|
-72.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.217 |
0.176 |
1M High / 1M Low: |
0.560 |
0.116 |
6M High / 6M Low: |
1.000 |
0.116 |
High (YTD): |
2024-02-12 |
1.000 |
Low (YTD): |
2024-05-14 |
0.116 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.195 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.580 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
436.14% |
Volatility 6M: |
|
272.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |