BVT Put 155 AIR 17.05.2024
/ DE000VD4AU47
BVT Put 155 AIR 17.05.2024/ DE000VD4AU47 /
| 2024-05-02 6:11:46 PM |
Chg.+0.050 |
Bid2024-05-02 |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+17.86% |
0.330
Bid Size: 9,100 |
0.390
Ask Size: 9,100 |
AIRBUS |
155.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD4AU4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-40.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
0.03 |
| Time value: |
0.35 |
| Break-even: |
151.20 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.07 |
| Spread %: |
22.58% |
| Delta: |
-0.49 |
| Theta: |
-0.12 |
| Omega: |
-19.98 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.300 |
| High: |
0.360 |
| Low: |
0.300 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.86% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.224 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
