BVT Put 165 CVX 20.09.2024
/ DE000VM3Q7N2
BVT Put 165 CVX 20.09.2024/ DE000VM3Q7N2 /
| 2024-06-07 8:38:51 AM |
Chg.-0.04 |
Bid8:58:03 AM |
Ask8:58:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-3.54% |
1.09
Bid Size: 4,000 |
1.13
Ask Size: 4,000 |
Chevron Corporation |
165.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3Q7N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.92 |
| Time value: |
0.24 |
| Break-even: |
140.14 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
-0.64 |
| Theta: |
-0.02 |
| Omega: |
-7.88 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.96% |
| 1 Month |
|
|
+28.24% |
| 3 Months |
|
|
-41.08% |
| YTD |
|
|
-42.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.76 |
| 1M High / 1M Low: |
1.13 |
0.66 |
| 6M High / 6M Low: |
2.48 |
0.66 |
| High (YTD): |
2024-01-18 |
2.47 |
| Low (YTD): |
2024-05-13 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.98% |
| Volatility 6M: |
|
132.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
